+33,195.1%
FIX vs FIS
+236.8%
+32,958.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.2% | -10.3% | -11.1% |
| 7D | -27.2% | -21.2% | -6.1% | -20.6% |
| 30D | -46.9% | -12.1% | -34.9% | -44.7% |
| 3M | -44.4% | -30.6% | -13.8% | -37.1% |
| 6M | -50.9% | -35.5% | -15.4% | -44.0% |
| YTD | +3.5% | -54.4% | +57.9% | +34.1% |
| 1Y | -2.1% | -52.9% | +50.8% | +25.0% |
| 3Y | +418.7% | -38.7% | +457.4% | +478.3% |
| 5Y | +894.6% | -70.4% | +965.0% | +1,330.8% |
| 10Y | +3,465.5% | -52.8% | +3,518.3% | +4,078.7% |
| All | +33,195.1% | +236.8% | +32,958.4% | +20,949.5% |
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