-52.4%
FIS vs SPXU
-99.5%
+47.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +4.5% |
| 7D | +2.8% | -7.6% | +10.4% | +0.5% |
| 30D | -16.7% | +5.3% | -22.0% | -15.5% |
| 3M | -32.3% | +9.6% | -41.9% | -30.2% |
| 6M | -29.1% | -4.5% | -24.5% | -29.8% |
| YTD | -54.1% | -25.9% | -28.3% | -57.8% |
| 1Y | -53.7% | -28.9% | -24.8% | -57.8% |
| 3Y | -38.8% | -80.5% | +41.6% | -61.1% |
| 5Y | -71.1% | -83.4% | +12.3% | -79.5% |
| All | -52.4% | -99.5% | +47.1% | -84.1% |
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