+780.7%
GOOG vs FIS
-39.8%
+820.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | -7.9% | +7.9% | +3.1% |
| 30D | -2.0% | -8.0% | +6.0% | +0.9% |
| 3M | -5.9% | +0.6% | -6.5% | -6.8% |
| 6M | +8.9% | -22.2% | +31.1% | +18.2% |
| YTD | +7.1% | -40.8% | +47.9% | +29.0% |
| 1Y | +39.7% | -41.5% | +81.2% | +68.4% |
| 3Y | +145.8% | -25.5% | +171.3% | +156.6% |
| 5Y | +138.6% | -64.8% | +203.4% | +240.0% |
| All | +780.7% | -39.8% | +820.4% | +823.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling