+892.8%
NKE vs FIS
+346.5%
+546.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | +1.5% |
| 7D | -0.1% | -3.5% | +3.4% | +1.2% |
| 30D | -7.7% | -7.8% | +0.2% | -4.8% |
| 3M | -10.9% | +0.8% | -11.8% | -11.5% |
| 6M | -31.9% | -21.9% | -10.0% | -25.5% |
| YTD | -38.6% | -39.5% | +0.9% | -26.2% |
| 1Y | -46.9% | -41.0% | -5.9% | -35.6% |
| 3Y | -58.2% | -23.6% | -34.6% | -55.0% |
| 5Y | -74.0% | -65.6% | -8.4% | -63.6% |
| 10Y | -21.6% | -40.2% | +18.7% | -12.8% |
| All | +892.8% | +346.5% | +546.3% | +436.7% |
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