-34.6%
UPS vs FIS
-64.6%
+30.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | -0.4% |
| 7D | -2.1% | -3.5% | +1.3% | -1.4% |
| 30D | -2.3% | -7.8% | +5.5% | -0.6% |
| 3M | -5.2% | +0.8% | -6.1% | -5.9% |
| 6M | +1.4% | -21.9% | +23.3% | +6.5% |
| YTD | +6.1% | -39.5% | +45.6% | +18.7% |
| 1Y | +27.0% | -41.0% | +68.0% | +42.7% |
| 3Y | -25.9% | -23.6% | -2.3% | -23.3% |
| 5Y | -34.6% | -65.6% | +31.0% | -18.0% |
| All | -34.6% | -64.6% | +30.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling