-66.1%
FIS vs SPXU
-85.9%
+19.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -3.0% |
| 7D | -9.1% | +1.3% | -10.3% | -8.7% |
| 30D | -10.4% | +5.1% | -15.6% | -9.0% |
| 3M | -3.7% | -9.1% | +5.4% | -5.9% |
| 6M | -24.8% | -29.6% | +4.8% | -31.5% |
| YTD | -41.6% | -27.7% | -13.9% | -46.0% |
| 1Y | -42.7% | -37.0% | -5.8% | -49.0% |
| 3Y | -26.2% | -80.2% | +53.9% | -51.5% |
| 5Y | -66.1% | -86.0% | +19.9% | -78.0% |
| All | -66.1% | -85.9% | +19.7% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling