-54.3%
FIS vs SPXU
-99.5%
+45.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -5.8% |
| 7D | -3.5% | -9.4% | +5.9% | -6.3% |
| 30D | -19.4% | +7.4% | -26.9% | -17.7% |
| 3M | -31.6% | +6.2% | -37.7% | -30.1% |
| 6M | -32.5% | -7.2% | -25.3% | -33.8% |
| YTD | -56.0% | -26.8% | -29.2% | -59.6% |
| 1Y | -55.5% | -26.3% | -29.3% | -59.0% |
| 3Y | -41.3% | -80.6% | +39.3% | -62.8% |
| 5Y | -72.3% | -83.6% | +11.3% | -80.4% |
| All | -54.3% | -99.5% | +45.2% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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