-17.0%
FISV vs FIS
-21.6%
+4.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-08 to 2026-09-08.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | +0.3% |
| 7D | -1.6% | -3.5% | +1.9% | +0.9% |
| 30D | -3.0% | -7.8% | +4.9% | +3.0% |
| 3M | -3.5% | +0.8% | -4.4% | -3.8% |
| All | -17.0% | -21.6% | +4.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 2026-03-08 to 2026-09-08: compounded portfolio wealth divided by compounded FIS 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…
2026-03-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling