+137.7%
GOOGL vs FIS
-64.6%
+202.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +1.5% |
| 7D | +1.1% | -3.5% | +4.5% | +1.9% |
| 30D | -4.4% | -7.8% | +3.4% | -2.5% |
| 3M | -6.8% | +0.8% | -7.6% | -7.4% |
| 6M | +13.6% | -21.9% | +35.5% | +20.2% |
| YTD | +8.3% | -39.5% | +47.8% | +22.7% |
| 1Y | +44.9% | -41.0% | +85.9% | +64.9% |
| 3Y | +150.5% | -23.6% | +174.1% | +155.5% |
| 5Y | +137.7% | -65.6% | +203.3% | +195.2% |
| All | +137.7% | -64.6% | +202.3% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling