-71.4%
FIS vs TECH
-40.1%
-31.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -25.5% | +0.2% | -25.6% | -25.5% |
| 30D | -15.1% | +0.3% | -15.4% | -15.1% |
| 3M | -32.1% | +1.3% | -33.5% | -32.4% |
| 6M | -36.1% | +54.0% | -90.0% | -43.6% |
| YTD | -55.4% | +24.3% | -79.7% | -58.7% |
| 1Y | -53.9% | +25.8% | -79.7% | -57.6% |
| 3Y | -39.8% | +26.0% | -65.7% | -47.6% |
| All | -71.4% | -40.1% | -31.3% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling