+13,444.1%
GOOG vs FIS
+201.7%
+13,242.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | -6.8% | -2.2% | -4.6% | -6.1% |
| 3M | -9.1% | +2.1% | -11.2% | -10.5% |
| 6M | +10.7% | -14.7% | +25.4% | +16.5% |
| YTD | +7.1% | -35.7% | +42.8% | +26.4% |
| 1Y | +44.6% | -37.1% | +81.7% | +71.5% |
| 3Y | +147.4% | -20.0% | +167.4% | +154.7% |
| 5Y | +133.8% | -62.1% | +195.9% | +220.4% |
| 10Y | +777.5% | -37.4% | +814.9% | +830.1% |
| All | +13,444.1% | +201.7% | +13,242.5% | +6,417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling