-25.5%
FIS vs TECH
+1.2%
-26.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -7.9% | -0.4% | -7.5% | -7.8% |
| 30D | -8.0% | 0.0% | -7.9% | -8.0% |
| 3M | +0.6% | +33.7% | -33.1% | -5.9% |
| 6M | -22.2% | +34.9% | -57.1% | -28.0% |
| YTD | -40.8% | +23.2% | -63.9% | -44.1% |
| 1Y | -41.5% | +36.3% | -77.8% | -46.3% |
| 3Y | -25.5% | +2.3% | -27.8% | -27.4% |
| All | -25.5% | +1.2% | -26.7% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling