-1.4%
LOW vs FIS
-50.5%
+49.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -23.7% | +31.2% | +8.4% |
| 7D | +15.6% | -18.4% | +34.0% | +15.1% |
| 30D | +28.6% | -11.4% | +40.0% | +26.4% |
| 3M | +5.8% | -32.0% | +37.8% | +8.1% |
| 6M | +3.8% | -35.6% | +39.4% | +5.6% |
| YTD | -2.8% | -53.8% | +51.0% | +5.7% |
| 1Y | -1.4% | -51.1% | +49.7% | +5.0% |
| All | -1.4% | -50.5% | +49.1% | +5.0% |
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