+1,424.5%
LOW vs FIS
+374.5%
+1,050.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -7.0% | -2.2% | -4.8% | -6.3% |
| 3M | -0.9% | +2.1% | -3.0% | -2.2% |
| 6M | -20.1% | -14.7% | -5.4% | -15.9% |
| YTD | -13.9% | -35.7% | +21.8% | +1.2% |
| 1Y | -21.1% | -37.1% | +15.9% | -6.7% |
| 3Y | -6.6% | -20.0% | +13.4% | -2.3% |
| 5Y | +9.4% | -62.1% | +71.5% | +47.9% |
| 10Y | +220.5% | -37.4% | +257.9% | +247.5% |
| All | +1,424.5% | +374.5% | +1,050.0% | +672.0% |
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 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