-71.4%
FIS vs S
-67.4%
-4.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.5% |
| 7D | -25.5% | -13.4% | -12.0% | -24.2% |
| 30D | -15.1% | -14.0% | -1.1% | -13.7% |
| 3M | -32.1% | +4.9% | -37.0% | -33.3% |
| 6M | -36.1% | +42.0% | -78.1% | -40.2% |
| YTD | -55.4% | +45.1% | -100.5% | -58.6% |
| 1Y | -53.9% | +33.1% | -87.0% | -56.8% |
| 3Y | -39.8% | +40.6% | -80.4% | -46.0% |
| All | -71.4% | -67.4% | -4.0% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling