+448.7%
FIX vs FIS
-39.8%
+488.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.7% | +5.6% |
| 7D | -17.5% | -25.5% | +8.0% | -15.3% |
| 30D | -41.6% | -15.1% | -26.5% | -39.9% |
| 3M | -40.6% | -32.1% | -8.5% | -38.8% |
| 6M | -49.4% | -36.1% | -13.3% | -47.3% |
| YTD | +9.2% | -55.4% | +64.6% | +24.2% |
| 1Y | +6.5% | -53.9% | +60.3% | +19.6% |
| 3Y | +448.7% | -39.8% | +488.5% | +422.1% |
| All | +448.7% | -39.8% | +488.5% | +422.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling