+115.0%
UMC vs FIS
-50.5%
+165.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.7% | +21.6% | -9.7% |
| 7D | -14.7% | -18.4% | +3.8% | -18.3% |
| 30D | -32.9% | -11.4% | -21.5% | -32.8% |
| 3M | -22.2% | -32.0% | +9.8% | -30.1% |
| 6M | +25.9% | -35.6% | +61.5% | +16.0% |
| YTD | +107.9% | -53.8% | +161.7% | +70.4% |
| 1Y | +115.0% | -51.1% | +166.1% | +74.4% |
| All | +115.0% | -50.5% | +165.6% | +74.4% |
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