-4.7%
QQQ vs FIS
-29.3%
+24.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -0.8% |
| 7D | +3.6% | +2.8% | +0.8% | +3.9% |
| 30D | -6.7% | -16.7% | +10.0% | -7.8% |
| 3M | -7.0% | -32.3% | +25.3% | -10.9% |
| 6M | -4.7% | -29.1% | +24.4% | -6.9% |
| All | -4.7% | -29.3% | +24.6% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling