+376.5%
FIS vs SPYG
+985.1%
-608.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.1% | +0.4% | +0.7% | +0.8% |
| 30D | -2.2% | -0.4% | -1.8% | -1.9% |
| 3M | +2.1% | +0.5% | +1.6% | +0.8% |
| 6M | -14.7% | +17.5% | -32.1% | -26.1% |
| YTD | -35.7% | +14.3% | -50.1% | -43.1% |
| 1Y | -37.1% | +21.7% | -58.8% | -47.3% |
| 3Y | -20.0% | +98.6% | -118.6% | -56.6% |
| 5Y | -62.1% | +85.1% | -147.2% | -78.4% |
| 10Y | -37.4% | +412.0% | -449.4% | -84.5% |
| All | +376.5% | +985.1% | -608.6% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling