+320.4%
UPS vs FIS
+224.4%
+96.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | -27.4% | +29.1% | +9.8% |
| 30D | +17.4% | -16.8% | +34.3% | +21.6% |
| 3M | +7.7% | -32.6% | +40.4% | +18.4% |
| 6M | +13.8% | -33.4% | +47.2% | +24.8% |
| YTD | +17.3% | -56.0% | +73.3% | +44.5% |
| 1Y | +27.2% | -55.1% | +82.3% | +55.6% |
| 3Y | -5.6% | -41.4% | +35.8% | +4.6% |
| 5Y | -33.5% | -72.7% | +39.1% | -10.3% |
| 10Y | +43.7% | -55.5% | +99.1% | +62.5% |
| All | +320.4% | +224.4% | +96.0% | +173.3% |
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 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