+36.0%
UPS vs FIS
-39.9%
+75.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -3.4% | -8.9% | +5.5% | -0.8% |
| 30D | -2.7% | -9.9% | +7.2% | +0.1% |
| 3M | -1.6% | 0.0% | -1.6% | -2.3% |
| 6M | +2.3% | -22.9% | +25.2% | +9.2% |
| YTD | +5.6% | -40.9% | +46.4% | +22.0% |
| 1Y | +27.1% | -40.4% | +67.5% | +46.0% |
| 3Y | -26.3% | -25.4% | -0.9% | -22.7% |
| 5Y | -34.5% | -64.8% | +30.4% | -14.0% |
| All | +36.0% | -39.9% | +75.8% | +46.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling