-40.7%
FIS vs SPXU
-99.5%
+58.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.7% | +1.8% |
| 7D | -8.9% | +6.4% | -15.3% | -7.0% |
| 30D | -9.9% | +5.9% | -15.9% | -8.1% |
| 3M | 0.0% | -11.7% | +11.6% | -3.6% |
| 6M | -22.9% | -28.7% | +5.8% | -30.2% |
| YTD | -40.9% | -26.4% | -14.5% | -45.6% |
| 1Y | -40.4% | -35.2% | -5.2% | -47.2% |
| 3Y | -25.4% | -79.8% | +54.4% | -51.5% |
| 5Y | -64.8% | -86.1% | +21.2% | -76.4% |
| All | -40.7% | -99.5% | +58.9% | -80.6% |
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