-71.9%
FIS vs SPY
+71.5%
-143.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -3.2% |
| 7D | -29.4% | +0.1% | -29.5% | -29.9% |
| 30D | -16.7% | -3.3% | -13.4% | -15.1% |
| 3M | -33.0% | -2.4% | -30.6% | -32.2% |
| 6M | -33.3% | +2.6% | -35.9% | -35.6% |
| YTD | -56.0% | +11.2% | -67.2% | -60.5% |
| 1Y | -54.6% | +13.4% | -68.0% | -59.9% |
| 3Y | -40.6% | +79.9% | -120.5% | -67.6% |
| 5Y | -71.9% | +72.2% | -144.1% | -84.7% |
| All | -71.9% | +71.5% | -143.4% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling