-55.0%
FIS vs P
+10.7%
-65.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -1.2% |
| 7D | -29.4% | -9.6% | -19.8% | -29.5% |
| 30D | -16.7% | -33.4% | +16.7% | -17.4% |
| 3M | -33.0% | +14.2% | -47.2% | -32.9% |
| 6M | -33.3% | +31.6% | -64.9% | -33.2% |
| YTD | -56.0% | +53.5% | -109.5% | -56.5% |
| All | -55.0% | +10.7% | -65.7% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling