-77.0%
FIS vs S
-51.5%
-25.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.1% | -5.3% |
| 7D | -3.5% | +4.1% | -7.6% | -4.0% |
| 30D | -19.4% | -7.2% | -12.3% | -19.0% |
| 3M | -31.6% | 0.0% | -31.5% | -32.2% |
| 6M | -32.5% | +41.6% | -74.2% | -36.5% |
| YTD | -56.0% | +48.6% | -104.6% | -59.0% |
| 1Y | -55.5% | +30.0% | -85.6% | -58.0% |
| 3Y | -41.3% | +42.2% | -83.5% | -46.8% |
| 5Y | -72.3% | -70.8% | -1.5% | -73.5% |
| All | -77.0% | -51.5% | -25.5% | -77.0% |
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