+308.7%
SPGI vs FIS
-37.3%
+346.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.2% |
| 7D | +0.1% | +1.1% | -0.9% | -0.4% |
| 30D | +8.4% | -2.2% | +10.6% | +9.4% |
| 3M | +11.8% | +2.1% | +9.7% | +10.4% |
| 6M | +5.7% | -14.7% | +20.4% | +12.4% |
| YTD | -9.7% | -35.7% | +26.0% | +8.7% |
| 1Y | -12.5% | -37.1% | +24.6% | +6.1% |
| 3Y | +21.8% | -20.0% | +41.8% | +28.4% |
| 5Y | +8.2% | -62.1% | +70.3% | +57.2% |
| All | +308.7% | -37.3% | +346.0% | +358.9% |
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