-66.5%
FIS vs S
-56.8%
-9.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | -7.7% | +8.8% | +2.1% |
| 30D | -2.2% | -5.3% | +3.1% | -1.7% |
| 3M | +2.1% | +20.3% | -18.1% | -0.8% |
| 6M | -14.7% | +47.4% | -62.0% | -19.7% |
| YTD | -35.7% | +32.5% | -68.2% | -38.7% |
| 1Y | -37.1% | +9.5% | -46.6% | -38.8% |
| 3Y | -20.0% | +15.5% | -35.5% | -25.0% |
| 5Y | -62.1% | -71.2% | +9.1% | -63.4% |
| All | -66.5% | -56.8% | -9.7% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling