-72.3%
FIS vs P
+286.6%
-358.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -6.4% |
| 7D | -3.5% | +17.8% | -21.3% | -4.9% |
| 30D | -19.4% | -29.9% | +10.4% | -17.2% |
| 3M | -31.6% | -1.2% | -30.4% | -32.2% |
| 6M | -32.5% | +32.1% | -64.7% | -35.6% |
| YTD | -56.0% | +64.3% | -120.3% | -59.4% |
| 1Y | -55.5% | +24.3% | -79.8% | -57.9% |
| 3Y | -41.3% | +203.2% | -244.5% | -55.8% |
| 5Y | -72.3% | +290.4% | -362.7% | -81.1% |
| All | -72.3% | +286.6% | -358.8% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling