-23.6%
FIS vs SPXS
-80.2%
+56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -5.6% |
| 7D | -3.5% | -1.5% | -1.9% | -3.7% |
| 30D | -7.8% | +3.7% | -11.5% | -7.1% |
| 3M | +0.8% | -9.6% | +10.4% | -0.8% |
| 6M | -21.9% | -32.4% | +10.5% | -27.6% |
| YTD | -39.5% | -28.7% | -10.8% | -42.9% |
| 1Y | -41.0% | -38.1% | -2.9% | -45.9% |
| 3Y | -23.6% | -80.1% | +56.5% | -49.4% |
| All | -23.6% | -80.2% | +56.6% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling