-76.1%
FIS vs S
-51.7%
-24.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.2% |
| 7D | +2.8% | +2.0% | +0.8% | +2.6% |
| 30D | -16.7% | -2.7% | -14.0% | -16.8% |
| 3M | -32.3% | -6.9% | -25.4% | -32.3% |
| 6M | -29.1% | +38.1% | -67.1% | -33.0% |
| YTD | -54.1% | +48.0% | -102.1% | -57.3% |
| 1Y | -53.7% | +34.5% | -88.2% | -56.5% |
| 3Y | -38.8% | +38.3% | -77.2% | -44.4% |
| 5Y | -71.1% | -70.9% | -0.2% | -72.4% |
| All | -76.1% | -51.7% | -24.3% | -76.0% |
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