-38.8%
FIS vs P
+197.6%
-236.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.1% | +4.2% |
| 7D | +2.8% | +11.6% | -8.8% | +2.4% |
| 30D | -16.7% | -23.7% | +7.0% | -16.1% |
| 3M | -32.3% | -8.0% | -24.3% | -32.4% |
| 6M | -29.1% | +27.9% | -57.0% | -30.3% |
| YTD | -54.1% | +61.2% | -115.3% | -55.8% |
| 1Y | -53.7% | +28.6% | -82.3% | -54.9% |
| 3Y | -38.8% | +200.5% | -239.3% | -46.9% |
| All | -38.8% | +197.6% | -236.4% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling