-75.5%
FIS vs S
-48.3%
-27.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.5% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | -11.8% | -7.3% | -4.5% | -11.4% |
| 3M | -28.5% | +5.9% | -34.4% | -29.8% |
| 6M | -27.0% | +45.6% | -72.7% | -31.6% |
| YTD | -53.1% | +58.5% | -111.6% | -56.7% |
| 1Y | -52.8% | +37.6% | -90.4% | -55.7% |
| 3Y | -37.5% | +51.7% | -89.1% | -43.8% |
| 5Y | -71.1% | -67.5% | -3.6% | -72.6% |
| All | -75.5% | -48.3% | -27.2% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling