+22.6%
QQQ vs FIS
-41.7%
+64.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.2% | -1.0% |
| 7D | -1.3% | -8.9% | +7.6% | -1.4% |
| 30D | -1.4% | -9.9% | +8.6% | -1.5% |
| 3M | +2.3% | 0.0% | +2.3% | +1.9% |
| 6M | +16.9% | -22.9% | +39.8% | +18.5% |
| YTD | +15.6% | -40.9% | +56.5% | +20.7% |
| 1Y | +22.6% | -40.4% | +63.1% | +28.9% |
| All | +22.6% | -41.7% | +64.3% | +28.9% |
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 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