+338.6%
SPGI vs FIS
-52.2%
+390.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.3% | -2.4% |
| 7D | -1.4% | +1.5% | -2.9% | -2.1% |
| 30D | +15.3% | -11.8% | +27.1% | +18.0% |
| 3M | +16.5% | -28.5% | +45.0% | +30.5% |
| 6M | +19.8% | -27.0% | +46.9% | +32.6% |
| YTD | -3.2% | -53.1% | +49.9% | +29.4% |
| 1Y | +1.8% | -52.8% | +54.5% | +35.6% |
| 3Y | +30.6% | -37.5% | +68.1% | +48.5% |
| 5Y | +16.0% | -71.1% | +87.1% | +83.4% |
| 10Y | +338.6% | -52.0% | +390.6% | +430.8% |
| All | +338.6% | -52.2% | +390.8% | +430.8% |
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