+700.7%
GOOGL vs FIS
-55.0%
+755.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.1% | +7.9% | +3.8% |
| 7D | +5.7% | -3.5% | +9.2% | +6.8% |
| 30D | -15.6% | -19.4% | +3.9% | -11.5% |
| 3M | -13.0% | -31.6% | +18.6% | -3.4% |
| 6M | -22.8% | -32.5% | +9.7% | -14.3% |
| YTD | -4.4% | -56.0% | +51.6% | +24.2% |
| 1Y | +4.5% | -55.5% | +60.0% | +35.1% |
| 3Y | +127.4% | -41.3% | +168.7% | +149.5% |
| 5Y | +102.8% | -72.3% | +175.1% | +204.5% |
| All | +700.7% | -55.0% | +755.7% | +813.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling