-35.5%
FIS vs URI
+12.6%
-48.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -1.5% |
| 7D | -21.2% | -12.9% | -8.2% | -21.9% |
| 30D | -12.1% | -3.4% | -8.6% | -11.0% |
| 3M | -30.6% | -10.0% | -20.6% | -31.2% |
| 6M | -35.5% | +12.2% | -47.7% | -30.4% |
| All | -35.5% | +12.6% | -48.1% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 6mo: compounded portfolio wealth divided by compounded URI 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…
6mo analysis · Full analysis span regression · 6 months rolling