-40.2%
FIS vs SPG
+61.5%
-101.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.3% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -7.8% | -4.9% | -2.9% | -6.4% |
| 3M | +0.8% | +3.3% | -2.5% | -0.2% |
| 6M | -21.9% | +11.2% | -33.1% | -24.6% |
| YTD | -39.5% | +17.1% | -56.5% | -42.5% |
| 1Y | -41.0% | +21.6% | -62.6% | -44.6% |
| 3Y | -23.6% | +111.9% | -135.5% | -40.0% |
| 5Y | -65.6% | +106.9% | -172.6% | -73.1% |
| 10Y | -40.2% | +62.2% | -102.4% | -51.3% |
| All | -40.2% | +61.5% | -101.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling