-40.4%
FIS vs SPMO
+24.7%
-65.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.7% |
| 7D | -8.9% | +0.1% | -9.0% | -8.9% |
| 30D | -9.9% | -0.7% | -9.2% | -10.0% |
| 3M | 0.0% | +2.8% | -2.9% | -0.1% |
| 6M | -22.9% | +24.4% | -47.3% | -24.4% |
| YTD | -40.9% | +24.2% | -65.1% | -42.0% |
| 1Y | -40.4% | +24.5% | -64.9% | -41.5% |
| All | -40.4% | +24.7% | -65.1% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling