-55.3%
FIS vs SPG
+117.3%
-172.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | -29.4% | +5.1% | -34.5% | -30.7% |
| 30D | -16.7% | +16.8% | -33.6% | -20.9% |
| 3M | -33.0% | +5.7% | -38.6% | -34.3% |
| 6M | -33.3% | +17.8% | -51.1% | -36.8% |
| YTD | -56.0% | +30.1% | -86.1% | -59.7% |
| 1Y | -54.6% | +32.8% | -87.4% | -58.6% |
| 3Y | -40.6% | +137.2% | -177.9% | -55.1% |
| 5Y | -71.9% | +81.5% | -153.4% | -77.4% |
| 10Y | -55.3% | +116.5% | -171.8% | -67.2% |
| All | -55.3% | +117.3% | -172.6% | -67.2% |
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