+57.4%
INTC vs FIS
-50.5%
+107.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -23.7% | +19.9% | -14.3% |
| 7D | -39.0% | -18.4% | -20.6% | -42.3% |
| 30D | -49.8% | -11.4% | -38.5% | -49.9% |
| 3M | -42.2% | -32.0% | -10.2% | -50.6% |
| 6M | -39.2% | -35.6% | -3.6% | -46.1% |
| YTD | +57.9% | -53.8% | +111.7% | +37.3% |
| 1Y | +57.4% | -51.1% | +108.4% | +30.3% |
| All | +57.4% | -50.5% | +107.9% | +30.3% |
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 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