+135.0%
GOOG vs FIS
-65.9%
+200.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | -2.5% | -8.9% | +6.4% | -0.2% |
| 30D | -3.6% | -9.9% | +6.3% | -1.1% |
| 3M | -6.4% | 0.0% | -6.4% | -6.9% |
| 6M | +7.8% | -22.9% | +30.7% | +14.4% |
| YTD | +5.5% | -40.9% | +46.4% | +20.2% |
| 1Y | +38.3% | -40.4% | +78.7% | +56.8% |
| 3Y | +143.1% | -25.4% | +168.4% | +149.5% |
| 5Y | +135.0% | -64.8% | +199.8% | +185.0% |
| All | +135.0% | -65.9% | +200.9% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling