-55.5%
FIS vs SPY
+304.1%
-359.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -27.4% | -0.6% | -26.8% | -27.5% |
| 30D | -16.8% | -3.7% | -13.2% | -14.7% |
| 3M | -32.6% | -2.7% | -29.9% | -31.5% |
| 6M | -33.4% | +2.2% | -35.6% | -35.8% |
| YTD | -56.0% | +10.8% | -66.9% | -61.0% |
| 1Y | -55.1% | +11.2% | -66.3% | -60.3% |
| 3Y | -41.4% | +76.5% | -117.9% | -68.4% |
| 5Y | -72.7% | +72.9% | -145.6% | -84.9% |
| 10Y | -55.5% | +304.8% | -360.3% | -88.8% |
| All | -55.5% | +304.1% | -359.6% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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