-41.3%
FIS vs S
+42.2%
-83.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.3% | +0.1% | -5.4% |
| 7D | -3.5% | +4.1% | -7.6% | -3.9% |
| 30D | -19.4% | -7.2% | -12.3% | -19.0% |
| 3M | -31.6% | 0.0% | -31.5% | -32.3% |
| 6M | -32.5% | +41.6% | -74.2% | -36.9% |
| YTD | -56.0% | +48.6% | -104.6% | -59.4% |
| 1Y | -55.5% | +30.0% | -85.6% | -58.5% |
| All | -41.3% | +42.2% | -83.4% | -44.8% |
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