-52.8%
FIS vs PL
+8.6%
-61.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.7% |
| 7D | +1.5% | +13.4% | -11.8% | +1.9% |
| 30D | -11.8% | -10.2% | -1.7% | -12.0% |
| 3M | -28.5% | -39.5% | +11.0% | -29.4% |
| 6M | -27.0% | -65.7% | +38.7% | -28.1% |
| YTD | -53.1% | -27.3% | -25.8% | -54.5% |
| 1Y | -52.8% | +15.0% | -67.7% | -54.5% |
| All | -52.8% | +8.6% | -61.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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