+4.5%
GOOGL vs FIS
-55.3%
+59.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.1% | +7.9% | +1.9% |
| 7D | +5.7% | -3.5% | +9.2% | +5.7% |
| 30D | -15.6% | -19.4% | +3.9% | -16.3% |
| 3M | -13.0% | -31.6% | +18.6% | -11.8% |
| 6M | -22.8% | -32.5% | +9.7% | -21.9% |
| YTD | -4.4% | -56.0% | +51.6% | +5.7% |
| 1Y | +4.5% | -55.5% | +60.0% | +15.0% |
| All | +4.5% | -55.3% | +59.7% | +15.0% |
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 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