-40.6%
FIS vs SPMO
+517.6%
-558.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.4% |
| 30D | -8.0% | -1.9% | -6.0% | -7.0% |
| 3M | +0.6% | -1.4% | +2.0% | -0.9% |
| 6M | -22.2% | +25.5% | -47.7% | -36.5% |
| YTD | -40.8% | +24.8% | -65.6% | -51.5% |
| 1Y | -41.5% | +24.5% | -66.0% | -52.3% |
| 3Y | -25.5% | +157.1% | -182.6% | -67.1% |
| 5Y | -64.8% | +149.5% | -214.3% | -84.1% |
| All | -40.6% | +517.6% | -558.2% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPMO 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling