+3,553.2%
FIX vs FIS
-53.2%
+3,606.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.8% |
| 7D | +9.4% | +2.8% | +6.6% | +8.3% |
| 30D | -27.8% | -16.7% | -11.1% | -23.7% |
| 3M | -35.6% | -32.3% | -3.3% | -27.4% |
| 6M | -45.2% | -29.1% | -16.2% | -40.4% |
| YTD | +19.5% | -54.1% | +73.6% | +52.5% |
| 1Y | +24.2% | -53.7% | +78.0% | +57.8% |
| 3Y | +494.2% | -38.8% | +533.0% | +549.6% |
| 5Y | +1,036.1% | -71.1% | +1,107.2% | +1,608.1% |
| All | +3,553.2% | -53.2% | +3,606.4% | +4,435.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling