+20.7%
XYZ vs FIS
-37.0%
+57.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +1.4% |
| 7D | +12.1% | -25.5% | +37.6% | +8.1% |
| 30D | +12.4% | -15.1% | +27.4% | +4.5% |
| 3M | +8.2% | -32.1% | +40.3% | +6.3% |
| 6M | +20.7% | -36.1% | +56.7% | +13.9% |
| All | +20.7% | -37.0% | +57.6% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling