+11,453.7%
GOOGL vs FIS
+106.2%
+11,347.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.6% | -27.4% | +30.0% | +14.1% |
| 30D | -18.3% | -16.8% | -1.4% | -14.5% |
| 3M | -19.6% | -32.6% | +13.1% | -8.6% |
| 6M | -28.2% | -33.4% | +5.2% | -18.5% |
| YTD | -8.0% | -56.0% | +48.0% | +23.0% |
| 1Y | -0.7% | -55.1% | +54.4% | +31.5% |
| 3Y | +118.8% | -41.4% | +160.2% | +147.4% |
| 5Y | +98.9% | -72.7% | +171.5% | +202.7% |
| 10Y | +643.6% | -55.5% | +699.1% | +777.4% |
| All | +11,453.7% | +106.2% | +11,347.5% | +6,196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling