-10.6%
PATH vs FIS
-52.1%
+41.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -5.6% | -21.2% | +15.6% | +1.0% |
| 30D | -0.7% | -12.1% | +11.4% | -2.8% |
| 3M | -5.9% | -30.6% | +24.7% | +11.7% |
| 6M | +21.6% | -35.5% | +57.1% | +51.2% |
| YTD | -20.6% | -54.4% | +33.7% | +24.2% |
| 1Y | -10.6% | -52.9% | +42.3% | +39.5% |
| All | -10.6% | -52.1% | +41.5% | +39.5% |
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 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