+777.0%
FIX vs FIS
-19.7%
+796.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | +6.0% | +1.1% | +4.9% | +6.0% |
| 30D | -7.2% | -2.2% | -5.0% | -7.2% |
| 3M | -15.9% | +2.1% | -18.0% | -16.3% |
| 6M | +12.7% | -14.7% | +27.4% | +15.3% |
| YTD | +72.8% | -35.7% | +108.5% | +90.5% |
| 1Y | +122.9% | -37.1% | +160.0% | +146.8% |
| All | +777.0% | -19.7% | +796.6% | +799.7% |
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