+376.5%
FIS vs TECH
+1,090.8%
-714.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | -14.7% | +25.6% | -40.2% | -22.3% |
| YTD | -35.7% | +23.7% | -59.4% | -41.3% |
| 1Y | -37.1% | +37.6% | -74.7% | -44.9% |
| 3Y | -20.0% | -6.6% | -13.4% | -23.9% |
| 5Y | -62.1% | -42.2% | -19.9% | -58.9% |
| 10Y | -37.4% | +187.6% | -225.0% | -61.3% |
| All | +376.5% | +1,090.8% | -714.3% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling