+48.4%
RSP vs FIS
-71.2%
+119.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.7% |
| 7D | +2.4% | +2.8% | -0.5% | +1.7% |
| 30D | +4.3% | -16.7% | +21.0% | +6.9% |
| 3M | -0.3% | -32.3% | +32.0% | +7.2% |
| 6M | +9.8% | -29.1% | +38.9% | +16.3% |
| YTD | +16.8% | -54.1% | +71.0% | +37.8% |
| 1Y | +19.5% | -53.7% | +73.2% | +40.6% |
| 3Y | +65.1% | -38.8% | +104.0% | +78.7% |
| All | +48.4% | -71.2% | +119.7% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling