-54.3%
FIS vs TECH
+187.7%
-242.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.2% | -6.1% |
| 7D | -3.5% | +0.2% | -3.8% | -3.6% |
| 30D | -19.4% | +0.5% | -19.9% | -19.6% |
| 3M | -31.6% | +1.0% | -32.5% | -31.8% |
| 6M | -32.5% | +54.1% | -86.6% | -41.6% |
| YTD | -56.0% | +24.4% | -80.4% | -59.8% |
| 1Y | -55.5% | +19.3% | -74.8% | -58.9% |
| 3Y | -41.3% | +28.5% | -69.8% | -49.9% |
| 5Y | -72.3% | -41.0% | -31.3% | -69.5% |
| All | -54.3% | +187.7% | -242.0% | -71.4% |
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