+55,464.6%
FIX vs FIS
+374.5%
+55,090.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +6.0% | +1.1% | +4.9% | +5.5% |
| 30D | -7.2% | -2.2% | -5.0% | -6.8% |
| 3M | -15.9% | +2.1% | -18.0% | -18.1% |
| 6M | +12.7% | -14.7% | +27.4% | +16.4% |
| YTD | +72.8% | -35.7% | +108.5% | +98.6% |
| 1Y | +122.9% | -37.1% | +160.0% | +157.2% |
| 3Y | +774.3% | -20.0% | +794.3% | +792.3% |
| 5Y | +2,049.5% | -62.1% | +2,111.6% | +2,757.5% |
| 10Y | +5,821.5% | -37.4% | +5,858.8% | +6,204.8% |
| All | +55,464.6% | +374.5% | +55,090.1% | +31,075.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling