+14.4%
FIX vs FIS
-50.5%
+64.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -23.7% | +8.6% | -18.2% |
| 7D | -18.9% | -18.4% | -0.5% | -19.1% |
| 30D | -36.3% | -11.4% | -24.9% | -33.7% |
| 3M | -38.5% | -32.0% | -6.5% | -42.9% |
| 6M | -42.3% | -35.6% | -6.7% | -45.4% |
| YTD | +17.1% | -53.8% | +70.9% | +3.8% |
| 1Y | +14.4% | -51.1% | +65.5% | 0.0% |
| All | +14.4% | -50.5% | +64.9% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling