+746.7%
GOOGL vs FIS
-41.9%
+788.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.0% |
| 7D | -1.9% | -9.1% | +7.2% | +1.6% |
| 30D | -7.5% | -10.4% | +3.0% | -3.7% |
| 3M | -9.2% | -3.7% | -5.5% | -8.5% |
| 6M | +8.1% | -24.8% | +32.8% | +18.9% |
| YTD | +5.8% | -41.6% | +47.4% | +28.2% |
| 1Y | +38.3% | -42.7% | +81.1% | +68.2% |
| 3Y | +144.8% | -26.2% | +171.0% | +156.3% |
| 5Y | +132.5% | -66.1% | +198.7% | +238.3% |
| 10Y | +746.7% | -40.9% | +787.5% | +796.0% |
| All | +746.7% | -41.9% | +788.6% | +796.0% |
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 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