+780.7%
GOOG vs FIS
-40.5%
+821.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.9% |
| 7D | 0.0% | -9.0% | +9.0% | +3.5% |
| 30D | -2.0% | -9.0% | +7.1% | +1.4% |
| 3M | -5.9% | -0.5% | -5.3% | -6.4% |
| 6M | +8.9% | -23.1% | +32.0% | +18.7% |
| YTD | +7.1% | -41.5% | +48.6% | +29.5% |
| 1Y | +39.7% | -42.2% | +81.9% | +69.1% |
| 3Y | +145.8% | -26.3% | +172.2% | +157.7% |
| 5Y | +138.6% | -65.2% | +203.8% | +241.5% |
| All | +780.7% | -40.5% | +821.1% | +827.7% |
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 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