-55.2%
FIS vs Q
+66.4%
-121.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.6% | -1.6% |
| 7D | -25.5% | +0.3% | -25.8% | -25.4% |
| 30D | -15.1% | -9.8% | -5.2% | -15.6% |
| 3M | -32.1% | -12.2% | -19.9% | -32.5% |
| 6M | -36.1% | -21.6% | -14.4% | -37.0% |
| YTD | -55.4% | +43.6% | -98.9% | -58.2% |
| 1Y | -53.9% | +25.7% | -79.6% | -56.2% |
| All | -55.2% | +66.4% | -121.6% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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