+28.5%
SPGI vs FIS
-41.2%
+69.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | +0.3% |
| 7D | -0.8% | -3.5% | +2.7% | +0.1% |
| 30D | +14.3% | -19.4% | +33.7% | +18.5% |
| 3M | +14.5% | -31.6% | +46.1% | +26.1% |
| 6M | +17.3% | -32.5% | +49.8% | +29.2% |
| YTD | -4.6% | -56.0% | +51.4% | +20.5% |
| 1Y | +0.8% | -55.5% | +56.3% | +26.8% |
| All | +28.5% | -41.2% | +69.7% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling