+2,105.4%
FIX vs FIS
-62.1%
+2,167.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.8% |
| 30D | -7.2% | -2.2% | -5.0% | -7.0% |
| 3M | -15.9% | +2.1% | -18.0% | -16.9% |
| 6M | +12.7% | -14.7% | +27.4% | +15.2% |
| YTD | +72.8% | -35.7% | +108.5% | +89.0% |
| 1Y | +122.9% | -37.1% | +160.0% | +144.5% |
| 3Y | +774.3% | -20.0% | +794.3% | +795.4% |
| All | +2,105.4% | -62.1% | +2,167.6% | +2,690.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling