-55.5%
FIS vs TECH
+190.5%
-245.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -27.4% | +0.2% | -27.6% | -27.4% |
| 30D | -16.8% | +0.5% | -17.3% | -17.0% |
| 3M | -32.6% | +1.1% | -33.7% | -32.9% |
| 6M | -33.4% | +51.0% | -84.4% | -41.9% |
| YTD | -56.0% | +24.4% | -80.4% | -59.8% |
| 1Y | -55.1% | +27.4% | -82.5% | -59.4% |
| 3Y | -41.4% | +28.5% | -69.9% | -49.9% |
| 5Y | -72.7% | -40.9% | -31.8% | -70.0% |
| 10Y | -55.5% | +192.5% | -248.0% | -72.2% |
| All | -55.5% | +190.5% | -245.9% | -72.2% |
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