+2.9%
SPGI vs FIS
-50.5%
+53.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -23.7% | +27.0% | +10.3% |
| 7D | +7.2% | -18.4% | +25.6% | +10.6% |
| 30D | +23.2% | -11.4% | +34.6% | +21.7% |
| 3M | +17.0% | -32.0% | +49.0% | +32.4% |
| 6M | +20.4% | -35.6% | +56.0% | +38.6% |
| YTD | -1.9% | -53.8% | +51.9% | +36.6% |
| 1Y | +2.9% | -51.1% | +54.0% | +42.1% |
| All | +2.9% | -50.5% | +53.4% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling