+215.6%
RSP vs FIS
-54.6%
+270.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.7% |
| 7D | +0.4% | -29.4% | +29.9% | +11.1% |
| 30D | +3.7% | -16.7% | +20.5% | +7.9% |
| 3M | +0.8% | -33.0% | +33.7% | +13.0% |
| 6M | +9.1% | -33.3% | +42.4% | +21.7% |
| YTD | +16.7% | -56.0% | +72.7% | +51.0% |
| 1Y | +19.7% | -54.6% | +74.3% | +52.9% |
| 3Y | +66.7% | -40.6% | +107.4% | +86.6% |
| 5Y | +48.7% | -71.9% | +120.6% | +119.7% |
| 10Y | +215.6% | -55.3% | +270.9% | +295.7% |
| All | +215.6% | -54.6% | +270.2% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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