+46.1%
GOOGL vs FIS
-37.2%
+83.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -6.6% | -2.2% | -4.4% | -6.4% |
| 3M | -9.0% | +2.1% | -11.1% | -9.4% |
| 6M | +11.8% | -14.7% | +26.5% | +12.8% |
| YTD | +8.3% | -35.7% | +44.0% | +11.6% |
| 1Y | +46.1% | -37.1% | +83.2% | +49.1% |
| All | +46.1% | -37.2% | +83.3% | +49.1% |
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 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