-26.5%
FIS vs SPYG
+98.4%
-124.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.3% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -10.4% | -1.7% | -8.8% | -10.0% |
| 3M | -3.7% | +3.6% | -7.3% | -5.0% |
| 6M | -24.8% | +16.6% | -41.4% | -29.1% |
| YTD | -41.6% | +13.4% | -54.9% | -44.3% |
| 1Y | -42.7% | +19.6% | -62.3% | -46.7% |
| All | -26.5% | +98.4% | -124.9% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling