-41.3%
FIS vs SPMO
+128.1%
-169.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | +9.8% | -13.3% | -4.1% |
| 30D | -19.4% | -9.2% | -10.2% | -18.9% |
| 3M | -31.6% | -11.0% | -20.6% | -31.0% |
| 6M | -32.5% | -6.6% | -25.9% | -33.3% |
| YTD | -56.0% | +13.3% | -69.3% | -59.3% |
| 1Y | -55.5% | +12.7% | -68.2% | -58.9% |
| All | -41.3% | +128.1% | -169.4% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling