-38.8%
FIS vs SPG
+135.6%
-174.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | +2.8% | +2.0% | +0.8% | +2.1% |
| 30D | -16.7% | +17.2% | -34.0% | -21.8% |
| 3M | -32.3% | +6.3% | -38.6% | -34.0% |
| 6M | -29.1% | +18.7% | -47.7% | -33.5% |
| YTD | -54.1% | +30.1% | -84.2% | -58.7% |
| 1Y | -53.7% | +32.8% | -86.5% | -58.7% |
| 3Y | -38.8% | +133.6% | -172.4% | -59.3% |
| All | -38.8% | +135.6% | -174.4% | -59.3% |
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 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