-28.0%
FIS vs SPMO
+572.4%
-600.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.9% |
| 7D | +1.1% | +2.0% | -0.9% | -0.1% |
| 30D | -2.2% | -0.4% | -1.9% | -2.2% |
| 3M | +2.1% | -1.9% | +4.0% | +0.8% |
| 6M | -14.7% | +25.0% | -39.7% | -29.9% |
| YTD | -35.7% | +26.0% | -61.7% | -47.5% |
| 1Y | -37.1% | +28.7% | -65.7% | -49.6% |
| 3Y | -20.0% | +160.9% | -180.9% | -64.4% |
| 5Y | -62.1% | +147.9% | -210.0% | -82.5% |
| 10Y | -37.4% | +518.9% | -556.3% | -83.2% |
| All | -28.0% | +572.4% | -600.5% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling