-51.1%
FIS vs SPXS
-30.2%
-20.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.9% | -18.8% | -23.7% |
| 7D | -18.4% | +2.2% | -20.6% | -17.9% |
| 30D | -11.4% | +3.8% | -15.1% | -10.7% |
| 3M | -32.0% | +3.3% | -35.3% | -31.4% |
| 6M | -35.6% | -16.7% | -18.9% | -37.0% |
| YTD | -53.8% | -28.5% | -25.3% | -54.8% |
| 1Y | -51.1% | -30.4% | -20.6% | -52.2% |
| All | -51.1% | -30.2% | -20.9% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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