-41.5%
FIS vs SPXS
-36.2%
-5.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | -0.1% |
| 7D | -7.9% | +2.5% | -10.4% | -7.6% |
| 30D | -8.0% | +4.2% | -12.2% | -7.5% |
| 3M | +0.6% | -9.3% | +9.9% | -0.2% |
| 6M | -22.2% | -30.7% | +8.5% | -25.7% |
| YTD | -40.8% | -28.1% | -12.7% | -42.4% |
| 1Y | -41.5% | -35.1% | -6.5% | -43.6% |
| All | -41.5% | -36.2% | -5.3% | -43.6% |
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 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