-40.2%
FIS vs TECH
+178.6%
-218.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | -3.5% | +0.2% | -3.6% | -3.5% |
| 30D | -7.8% | +0.1% | -8.0% | -7.9% |
| 3M | +0.8% | +37.5% | -36.7% | -9.3% |
| 6M | -21.9% | +34.6% | -56.5% | -30.1% |
| YTD | -39.5% | +23.5% | -63.0% | -44.6% |
| 1Y | -41.0% | +34.4% | -75.4% | -47.8% |
| 3Y | -23.6% | +2.3% | -25.9% | -29.2% |
| 5Y | -65.6% | -41.7% | -23.9% | -62.2% |
| 10Y | -40.2% | +177.6% | -217.8% | -62.1% |
| All | -40.2% | +178.6% | -218.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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