-52.4%
FIS vs SPYG
+393.2%
-445.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.8% |
| 7D | +2.8% | +2.3% | +0.5% | +1.1% |
| 30D | -16.7% | -6.5% | -10.3% | -13.4% |
| 3M | -32.3% | -6.8% | -25.4% | -29.5% |
| 6M | -29.1% | -3.1% | -25.9% | -28.9% |
| YTD | -54.1% | +8.0% | -62.1% | -58.0% |
| 1Y | -53.7% | +10.2% | -63.9% | -58.3% |
| 3Y | -38.8% | +91.0% | -129.8% | -66.9% |
| 5Y | -71.1% | +67.7% | -138.8% | -82.6% |
| All | -52.4% | +393.2% | -445.6% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling