+13,507.3%
GOOGL vs FIS
+201.7%
+13,305.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.3% | +1.1% | -3.4% | -2.7% |
| 30D | -6.6% | -2.2% | -4.3% | -5.8% |
| 3M | -8.9% | +2.1% | -11.1% | -10.4% |
| 6M | +11.9% | -14.7% | +26.5% | +17.8% |
| YTD | +8.3% | -35.7% | +44.0% | +28.0% |
| 1Y | +46.2% | -37.1% | +83.3% | +73.5% |
| 3Y | +151.9% | -20.0% | +171.9% | +159.2% |
| 5Y | +137.7% | -62.1% | +199.8% | +225.9% |
| 10Y | +757.6% | -37.4% | +794.9% | +809.5% |
| All | +13,507.3% | +201.7% | +13,305.6% | +6,452.3% |
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