+39.7%
GOOG vs FIS
-41.2%
+80.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | 0.0% | -9.0% | +9.0% | +1.0% |
| 30D | -2.0% | -9.0% | +7.1% | -1.0% |
| 3M | -5.9% | -0.5% | -5.3% | -5.9% |
| 6M | +8.9% | -23.1% | +32.0% | +11.0% |
| YTD | +7.1% | -41.5% | +48.6% | +11.5% |
| 1Y | +39.7% | -42.2% | +81.9% | +43.8% |
| All | +39.7% | -41.2% | +80.8% | +43.8% |
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