-47.9%
FIS vs P
+449.6%
-497.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.4% | +15.2% | +0.9% |
| 7D | -21.2% | -31.9% | +10.7% | -17.2% |
| 30D | -12.1% | -36.5% | +24.5% | -7.1% |
| 3M | -30.6% | +11.6% | -42.2% | -32.8% |
| 6M | -35.5% | +25.2% | -60.7% | -39.5% |
| YTD | -54.4% | +39.4% | -93.8% | -58.3% |
| 1Y | -52.9% | -3.7% | -49.2% | -54.7% |
| 3Y | -38.7% | +167.3% | -205.9% | -53.7% |
| 5Y | -70.4% | +237.3% | -307.8% | -79.2% |
| 10Y | -52.8% | +698.6% | -751.4% | -72.4% |
| All | -47.9% | +449.6% | -497.6% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling