-55.1%
FIS vs SPY
+11.9%
-67.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -27.4% | -0.6% | -26.8% | -27.3% |
| 30D | -16.8% | -3.7% | -13.2% | -16.1% |
| 3M | -32.6% | -2.7% | -29.9% | -32.2% |
| 6M | -33.4% | +2.2% | -35.6% | -34.2% |
| YTD | -56.0% | +10.8% | -66.9% | -57.9% |
| 1Y | -55.1% | +11.2% | -66.3% | -57.0% |
| All | -55.1% | +11.9% | -67.0% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling