+287.3%
UPS vs FIS
+374.5%
-87.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -3.5% | -2.2% | -1.3% | -3.0% |
| 3M | -5.7% | +2.1% | -7.9% | -6.8% |
| 6M | -4.4% | -14.7% | +10.3% | -1.0% |
| YTD | +8.0% | -35.7% | +43.7% | +21.5% |
| 1Y | +29.0% | -37.1% | +66.1% | +45.6% |
| 3Y | -27.7% | -20.0% | -7.7% | -25.4% |
| 5Y | -34.3% | -62.1% | +27.8% | -17.9% |
| 10Y | +37.8% | -37.4% | +75.2% | +43.9% |
| All | +287.3% | +374.5% | -87.3% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling