-51.1%
FIS vs SPYG
+10.8%
-61.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.3% | -24.9% | -23.5% |
| 7D | -18.4% | -2.8% | -15.7% | -18.3% |
| 30D | -11.4% | -6.2% | -5.2% | -11.0% |
| 3M | -32.0% | -3.6% | -28.4% | -31.9% |
| 6M | -35.6% | +4.8% | -40.4% | -36.5% |
| YTD | -53.8% | +11.0% | -64.8% | -54.5% |
| 1Y | -51.1% | +11.2% | -62.3% | -51.8% |
| All | -51.1% | +10.8% | -61.9% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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