-51.1%
FIS vs QSR
+23.8%
-74.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.5% | -29.1% | -25.1% |
| 7D | -18.4% | +5.2% | -23.6% | -19.9% |
| 30D | -11.4% | +12.2% | -23.6% | -15.4% |
| 3M | -32.0% | +7.0% | -39.0% | -33.7% |
| 6M | -35.6% | -0.3% | -35.3% | -35.3% |
| YTD | -53.8% | +18.0% | -71.8% | -57.8% |
| 1Y | -51.1% | +22.6% | -73.7% | -56.3% |
| All | -51.1% | +23.8% | -74.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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