-65.6%
FIS vs SPG
+106.4%
-172.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -7.8% | -4.9% | -2.9% | -5.6% |
| 3M | +0.8% | +3.3% | -2.5% | -0.7% |
| 6M | -21.9% | +11.2% | -33.1% | -26.1% |
| YTD | -39.5% | +17.1% | -56.5% | -44.3% |
| 1Y | -41.0% | +21.6% | -62.6% | -46.7% |
| 3Y | -23.6% | +111.9% | -135.5% | -50.2% |
| 5Y | -65.6% | +106.9% | -172.6% | -78.7% |
| All | -65.6% | +106.4% | -172.0% | -78.7% |
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