+44.5%
GOOG vs FIS
-37.2%
+81.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | -6.9% | -2.2% | -4.7% | -6.7% |
| 3M | -9.1% | +2.1% | -11.3% | -9.5% |
| 6M | +10.6% | -14.7% | +25.3% | +11.6% |
| YTD | +7.0% | -35.7% | +42.7% | +10.3% |
| 1Y | +44.5% | -37.1% | +81.6% | +47.5% |
| All | +44.5% | -37.2% | +81.7% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling