-40.6%
FIS vs SPXS
-99.6%
+59.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.6% |
| 7D | -7.9% | +2.5% | -10.4% | -7.1% |
| 30D | -8.0% | +4.2% | -12.2% | -6.6% |
| 3M | +0.6% | -9.3% | +9.9% | -2.1% |
| 6M | -22.2% | -30.7% | +8.5% | -30.2% |
| YTD | -40.8% | -28.1% | -12.7% | -45.9% |
| 1Y | -41.5% | -35.1% | -6.5% | -48.1% |
| 3Y | -25.5% | -79.6% | +54.1% | -51.3% |
| 5Y | -64.8% | -86.3% | +21.5% | -76.5% |
| All | -40.6% | -99.6% | +59.0% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling