+334.3%
SPGI vs FIS
-54.6%
+388.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -0.9% | -29.4% | +28.6% | +12.0% |
| 30D | +15.5% | -16.7% | +32.3% | +21.2% |
| 3M | +15.7% | -33.0% | +48.6% | +33.2% |
| 6M | +19.1% | -33.3% | +52.4% | +36.9% |
| YTD | -4.1% | -56.0% | +51.9% | +31.8% |
| 1Y | +1.2% | -54.6% | +55.8% | +37.1% |
| 3Y | +31.6% | -40.6% | +72.2% | +52.9% |
| 5Y | +12.4% | -71.9% | +84.4% | +78.6% |
| 10Y | +334.3% | -55.3% | +389.6% | +440.4% |
| All | +334.3% | -54.6% | +388.9% | +440.4% |
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