-39.4%
FIS vs QSR
+202.3%
-241.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | -2.9% | +5.8% | +4.0% |
| 30D | -16.7% | +4.1% | -20.9% | -18.6% |
| 3M | -32.3% | -0.7% | -31.6% | -32.6% |
| 6M | -29.1% | +0.4% | -29.5% | -29.8% |
| YTD | -54.1% | +13.5% | -67.7% | -56.9% |
| 1Y | -53.7% | +11.0% | -64.7% | -56.2% |
| 3Y | -38.8% | +22.0% | -60.8% | -45.1% |
| 5Y | -71.1% | +57.1% | -128.2% | -76.9% |
| 10Y | -53.1% | +138.3% | -191.4% | -68.8% |
| All | -39.4% | +202.3% | -241.7% | -62.0% |
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