+204.4%
RSP vs FIS
-40.5%
+244.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.1% |
| 7D | -0.4% | -3.5% | +3.1% | +0.8% |
| 30D | -1.5% | -7.8% | +6.3% | +1.2% |
| 3M | +4.8% | +0.8% | +4.0% | +3.7% |
| 6M | +10.3% | -21.9% | +32.2% | +19.1% |
| YTD | +14.1% | -39.5% | +53.6% | +35.3% |
| 1Y | +17.0% | -41.0% | +58.0% | +39.8% |
| 3Y | +54.2% | -23.6% | +77.8% | +62.3% |
| 5Y | +51.5% | -65.6% | +117.1% | +117.6% |
| 10Y | +204.4% | -40.2% | +244.6% | +251.0% |
| All | +204.4% | -40.5% | +244.9% | +251.0% |
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