+98.9%
GOOGL vs FIS
-72.0%
+170.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.6% | -27.4% | +30.0% | +9.0% |
| 30D | -18.3% | -16.8% | -1.4% | -16.5% |
| 3M | -19.6% | -32.6% | +13.1% | -13.2% |
| 6M | -28.2% | -33.4% | +5.2% | -22.6% |
| YTD | -8.0% | -56.0% | +48.0% | +11.0% |
| 1Y | -0.7% | -55.1% | +54.4% | +19.0% |
| 3Y | +118.8% | -41.4% | +160.2% | +131.6% |
| 5Y | +98.9% | -72.7% | +171.5% | +164.2% |
| All | +98.9% | -72.0% | +170.9% | +164.2% |
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