-16.1%
SPGI vs FIS
-40.6%
+24.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -0.7% |
| 30D | +5.4% | -7.8% | +13.2% | +9.9% |
| 3M | +9.0% | +0.8% | +8.2% | +7.3% |
| 6M | +0.8% | -21.9% | +22.7% | +14.1% |
| YTD | -12.6% | -39.5% | +26.9% | +14.7% |
| 1Y | -16.1% | -41.0% | +24.9% | +11.1% |
| All | -16.1% | -40.6% | +24.5% | +11.1% |
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