-25.9%
UPS vs FIS
-22.6%
-3.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -0.7% |
| 7D | -2.1% | -3.5% | +1.3% | -1.5% |
| 30D | -2.3% | -7.8% | +5.5% | -0.9% |
| 3M | -5.2% | +0.8% | -6.1% | -5.8% |
| 6M | +1.4% | -21.9% | +23.3% | +6.2% |
| YTD | +6.1% | -39.5% | +45.6% | +19.1% |
| 1Y | +27.0% | -41.0% | +68.0% | +43.3% |
| 3Y | -25.9% | -23.6% | -2.3% | -30.1% |
| All | -25.9% | -22.6% | -3.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling