-20.1%
FIS vs QSR
+211.0%
-231.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -4.9% |
| 7D | -3.5% | +0.1% | -3.5% | -3.4% |
| 30D | -7.8% | +5.9% | -13.8% | -10.0% |
| 3M | +0.8% | +10.5% | -9.6% | -3.2% |
| 6M | -21.9% | +7.7% | -29.6% | -24.5% |
| YTD | -39.5% | +16.8% | -56.3% | -43.4% |
| 1Y | -41.0% | +30.9% | -71.9% | -47.4% |
| 3Y | -23.6% | +28.2% | -51.8% | -32.4% |
| 5Y | -65.6% | +45.0% | -110.6% | -71.5% |
| 10Y | -40.2% | +127.3% | -167.5% | -59.7% |
| All | -20.1% | +211.0% | -231.1% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling