+702.3%
GOOG vs FIS
-53.2%
+755.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.1% | -2.3% |
| 7D | +3.0% | +2.8% | +0.2% | +1.8% |
| 30D | -14.9% | -16.7% | +1.8% | -11.8% |
| 3M | -14.9% | -32.3% | +17.4% | -5.0% |
| 6M | -26.6% | -29.1% | +2.5% | -20.0% |
| YTD | -6.6% | -54.1% | +47.5% | +19.5% |
| 1Y | +5.1% | -53.7% | +58.8% | +33.9% |
| 3Y | +121.0% | -38.8% | +159.8% | +139.0% |
| 5Y | +97.3% | -71.1% | +168.4% | +191.9% |
| All | +702.3% | -53.2% | +755.5% | +800.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling