+14.5%
FIX vs FIS
-54.5%
+69.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.4% | +10.8% | +9.2% |
| 7D | -7.2% | -29.4% | +22.2% | -12.7% |
| 30D | -35.1% | -16.7% | -18.4% | -33.4% |
| 3M | -34.3% | -33.0% | -1.3% | -38.6% |
| 6M | -42.9% | -33.3% | -9.6% | -45.6% |
| YTD | +19.5% | -56.0% | +75.4% | +1.6% |
| All | +14.5% | -54.5% | +69.0% | -2.8% |
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 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