-64.8%
FIS vs SPYG
+82.6%
-147.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | -8.9% | -1.8% | -7.1% | -7.9% |
| 30D | -9.9% | -1.9% | -8.0% | -8.9% |
| 3M | 0.0% | +5.2% | -5.2% | -3.4% |
| 6M | -22.9% | +15.6% | -38.5% | -30.1% |
| YTD | -40.9% | +12.4% | -53.3% | -45.4% |
| 1Y | -40.4% | +17.5% | -57.9% | -46.7% |
| 3Y | -25.4% | +98.1% | -123.4% | -56.0% |
| 5Y | -64.8% | +84.9% | -149.7% | -80.0% |
| All | -64.8% | +82.6% | -147.4% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling