-48.9%
NKE vs FIS
-40.5%
-8.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -4.2% | -7.9% | +3.7% | -1.0% |
| 30D | -8.2% | -8.0% | -0.2% | -5.1% |
| 3M | -19.1% | +0.6% | -19.7% | -19.5% |
| 6M | -32.6% | -22.2% | -10.4% | -25.7% |
| YTD | -40.7% | -40.8% | +0.1% | -26.4% |
| 1Y | -48.9% | -41.5% | -7.3% | -36.3% |
| All | -48.9% | -40.5% | -8.4% | -36.3% |
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