+24.2%
FIX vs FIS
-53.6%
+77.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -0.9% |
| 7D | +9.4% | +2.8% | +6.6% | +9.8% |
| 30D | -27.8% | -16.7% | -11.1% | -26.9% |
| 3M | -35.6% | -32.3% | -3.3% | -40.3% |
| 6M | -45.2% | -29.1% | -16.2% | -47.2% |
| YTD | +19.5% | -54.1% | +73.6% | +4.1% |
| 1Y | +24.2% | -53.7% | +78.0% | +8.0% |
| All | +24.2% | -53.6% | +77.8% | +8.0% |
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