+247.6%
FIS vs SPY
+887.1%
-639.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +5.5% |
| 7D | +1.5% | -0.9% | +2.4% | +2.2% |
| 30D | -11.8% | -2.4% | -9.5% | -10.7% |
| 3M | -28.5% | -1.2% | -27.4% | -28.4% |
| 6M | -27.0% | +3.3% | -30.3% | -30.2% |
| YTD | -53.1% | +12.3% | -65.4% | -58.6% |
| 1Y | -52.8% | +12.4% | -65.2% | -58.3% |
| 3Y | -37.5% | +78.8% | -116.3% | -65.0% |
| 5Y | -71.1% | +75.2% | -146.2% | -83.4% |
| 10Y | -52.0% | +311.1% | -363.1% | -87.3% |
| All | +247.6% | +887.1% | -639.5% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling