-63.5%
FIS vs TECH
-41.7%
-21.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.2% | +0.7% | -2.9% | -2.4% |
| 3M | +2.1% | +36.3% | -34.2% | -6.8% |
| 6M | -14.7% | +25.6% | -40.2% | -21.2% |
| YTD | -35.7% | +23.7% | -59.4% | -40.5% |
| 1Y | -37.1% | +37.6% | -74.7% | -43.9% |
| 3Y | -20.0% | -6.6% | -13.4% | -22.3% |
| All | -63.5% | -41.7% | -21.8% | -61.3% |
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