+45.9%
UPS vs FIS
-53.2%
+99.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.3% | +0.7% |
| 7D | +3.8% | +2.8% | +1.0% | +2.9% |
| 30D | +17.4% | -16.7% | +34.1% | +20.9% |
| 3M | +8.2% | -32.3% | +40.5% | +18.1% |
| 6M | +17.9% | -29.1% | +47.0% | +26.2% |
| YTD | +18.7% | -54.1% | +72.8% | +44.2% |
| 1Y | +24.8% | -53.7% | +78.5% | +51.1% |
| 3Y | -4.5% | -38.8% | +34.3% | +3.4% |
| 5Y | -33.2% | -71.1% | +37.9% | -9.7% |
| All | +45.9% | -53.2% | +99.1% | +63.5% |
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 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