-64.8%
FIS vs SPMO
+145.0%
-209.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.9% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | -9.9% | -0.7% | -9.2% | -9.8% |
| 3M | 0.0% | +2.8% | -2.9% | -3.3% |
| 6M | -22.9% | +24.4% | -47.3% | -34.1% |
| YTD | -40.9% | +24.2% | -65.1% | -49.4% |
| 1Y | -40.4% | +24.5% | -64.9% | -49.3% |
| 3Y | -25.4% | +155.6% | -180.9% | -65.2% |
| 5Y | -64.8% | +148.2% | -213.0% | -84.2% |
| All | -64.8% | +145.0% | -209.8% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling