+142.1%
GOOG vs FIS
-25.6%
+167.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -2.5% | -8.9% | +6.4% | -1.1% |
| 30D | -3.6% | -9.9% | +6.3% | -2.2% |
| 3M | -6.4% | 0.0% | -6.4% | -6.7% |
| 6M | +7.8% | -22.9% | +30.7% | +11.6% |
| YTD | +5.5% | -40.9% | +46.4% | +14.1% |
| 1Y | +38.3% | -40.4% | +78.7% | +49.0% |
| All | +142.1% | -25.6% | +167.7% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling