-9.1%
T vs FIS
-37.2%
+28.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.3% |
| 30D | +11.4% | -2.2% | +13.6% | +11.4% |
| 3M | +14.3% | +2.1% | +12.1% | +14.1% |
| 6M | -9.3% | -14.7% | +5.4% | -10.4% |
| YTD | +7.1% | -35.7% | +42.8% | +8.3% |
| 1Y | -9.1% | -37.1% | +28.0% | -8.5% |
| All | -9.1% | -37.2% | +28.1% | -8.5% |
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