-71.4%
FIS vs SPG
+74.6%
-146.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.6% |
| 7D | -25.5% | +4.9% | -30.4% | -27.5% |
| 30D | -15.1% | +15.6% | -30.7% | -21.2% |
| 3M | -32.1% | +4.1% | -36.2% | -33.8% |
| 6M | -36.1% | +13.6% | -49.6% | -40.3% |
| YTD | -55.4% | +27.5% | -82.9% | -60.9% |
| 1Y | -53.9% | +32.2% | -86.1% | -60.3% |
| 3Y | -39.8% | +126.0% | -165.8% | -62.8% |
| All | -71.4% | +74.6% | -146.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling