-17.4%
FIS vs SPG
+111.2%
-128.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +1.1% | -2.4% | +3.5% | +2.1% |
| 30D | -2.2% | -6.8% | +4.6% | +0.6% |
| 3M | +2.1% | +2.7% | -0.5% | +1.3% |
| 6M | -14.7% | +5.5% | -20.1% | -16.5% |
| YTD | -35.7% | +15.7% | -51.4% | -39.6% |
| 1Y | -37.1% | +20.9% | -57.9% | -42.0% |
| All | -17.4% | +111.2% | -128.6% | -45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling