+495.0%
FIX vs FIS
-40.9%
+535.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -13.9% | -27.4% | +13.4% | -11.6% |
| 30D | -35.5% | -16.8% | -18.7% | -33.6% |
| 3M | -33.9% | -32.6% | -1.3% | -31.8% |
| 6M | -43.3% | -33.4% | -9.9% | -41.4% |
| YTD | +18.7% | -56.0% | +74.7% | +35.4% |
| 1Y | +13.8% | -55.1% | +68.8% | +28.7% |
| 3Y | +495.0% | -41.4% | +536.4% | +437.1% |
| All | +495.0% | -40.9% | +535.8% | +437.1% |
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