+27.1%
LOW vs FIS
-41.3%
+68.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.7% | -27.4% | +36.1% | +13.6% |
| 30D | +25.5% | -16.8% | +42.3% | +26.5% |
| 3M | +6.6% | -32.6% | +39.2% | +13.3% |
| 6M | +2.4% | -33.4% | +35.8% | +8.8% |
| YTD | -1.7% | -56.0% | +54.3% | +17.3% |
| 1Y | +1.7% | -55.1% | +56.8% | +20.5% |
| All | +27.1% | -41.3% | +68.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling