-40.7%
FIS vs RMBS
+554.0%
-594.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | -8.9% | +1.2% | -10.1% | -9.1% |
| 30D | -9.9% | -11.5% | +1.6% | -8.6% |
| 3M | 0.0% | -38.2% | +38.2% | +5.8% |
| 6M | -22.9% | -4.8% | -18.1% | -26.7% |
| YTD | -40.9% | -7.1% | -33.8% | -44.1% |
| 1Y | -40.4% | +10.7% | -51.1% | -46.9% |
| 3Y | -25.4% | +54.5% | -79.8% | -42.9% |
| 5Y | -64.8% | +261.7% | -326.5% | -80.5% |
| All | -40.7% | +554.0% | -594.7% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling