+178.9%
FIS vs SPXU
-100.0%
+278.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.5% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -2.2% | +0.8% | -3.0% | -1.8% |
| 3M | +2.1% | -4.7% | +6.8% | +1.1% |
| 6M | -14.7% | -29.6% | +14.9% | -23.0% |
| YTD | -35.7% | -29.9% | -5.8% | -41.7% |
| 1Y | -37.1% | -39.1% | +2.0% | -45.2% |
| 3Y | -20.0% | -80.0% | +60.0% | -47.4% |
| 5Y | -62.1% | -86.0% | +23.9% | -74.2% |
| 10Y | -37.4% | -99.5% | +62.1% | -79.8% |
| All | +178.9% | -100.0% | +278.9% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling