-52.4%
FIS vs SPXS
-99.5%
+47.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.8% | +4.6% |
| 7D | +2.8% | -7.5% | +10.3% | +0.5% |
| 30D | -16.7% | +5.3% | -22.1% | -15.5% |
| 3M | -32.3% | +9.7% | -42.0% | -30.2% |
| 6M | -29.1% | -4.6% | -24.5% | -29.8% |
| YTD | -54.1% | -25.8% | -28.4% | -57.7% |
| 1Y | -53.7% | -28.8% | -24.9% | -57.8% |
| 3Y | -38.8% | -80.2% | +41.3% | -60.9% |
| 5Y | -71.1% | -83.2% | +12.1% | -79.4% |
| All | -52.4% | -99.5% | +47.1% | -84.1% |
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