-18.5%
FIS vs S
+16.9%
-35.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | -7.7% | +8.8% | +2.2% |
| 30D | -2.2% | -5.3% | +3.1% | -1.6% |
| 3M | +2.1% | +20.3% | -18.1% | -1.2% |
| 6M | -14.7% | +47.4% | -62.0% | -20.4% |
| YTD | -35.7% | +32.5% | -68.2% | -39.2% |
| 1Y | -37.1% | +9.5% | -46.6% | -39.4% |
| All | -18.5% | +16.9% | -35.5% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling