-9.1%
LOW vs FIS
-26.4%
+17.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.2% |
| 7D | -0.6% | -9.1% | +8.5% | +1.8% |
| 30D | -9.3% | -10.4% | +1.2% | -6.7% |
| 3M | -8.1% | -3.7% | -4.4% | -7.4% |
| 6M | -19.8% | -24.8% | +5.0% | -14.0% |
| YTD | -16.4% | -41.6% | +25.2% | -3.1% |
| 1Y | -24.7% | -42.7% | +18.1% | -12.3% |
| All | -9.1% | -26.4% | +17.4% | -10.9% |
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