+44.3%
UPS vs FIS
-52.2%
+96.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.5% | -0.5% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | +17.9% | -11.8% | +29.8% | +19.6% |
| 3M | +9.4% | -28.5% | +37.9% | +17.6% |
| 6M | +16.2% | -27.0% | +43.2% | +23.4% |
| YTD | +18.8% | -53.1% | +71.8% | +43.5% |
| 1Y | +26.1% | -52.8% | +78.9% | +51.9% |
| 3Y | -4.5% | -37.5% | +33.0% | +3.0% |
| 5Y | -33.2% | -71.1% | +37.9% | -9.4% |
| 10Y | +44.3% | -52.0% | +96.3% | +60.3% |
| All | +44.3% | -52.2% | +96.5% | +60.3% |
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