-62.2%
FIS vs SPY
+82.0%
-144.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -2.2% | +0.1% | -2.3% | -2.2% |
| 3M | +2.1% | +2.0% | +0.1% | +0.1% |
| 6M | -14.7% | +13.0% | -27.7% | -23.8% |
| YTD | -35.7% | +13.5% | -49.2% | -42.8% |
| 1Y | -37.1% | +20.0% | -57.0% | -46.8% |
| 3Y | -20.0% | +77.2% | -97.2% | -55.1% |
| All | -62.2% | +82.0% | -144.3% | -80.4% |
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