+13.7%
SPGI vs FIS
-71.2%
+84.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -0.1% |
| 7D | +1.2% | +2.8% | -1.6% | +0.3% |
| 30D | +15.9% | -16.7% | +32.6% | +19.6% |
| 3M | +12.3% | -32.3% | +44.6% | +23.5% |
| 6M | +23.7% | -29.1% | +52.7% | +33.7% |
| YTD | -3.5% | -54.1% | +50.6% | +18.0% |
| 1Y | +0.4% | -53.7% | +54.1% | +22.5% |
| 3Y | +29.9% | -38.8% | +68.7% | +45.0% |
| All | +13.7% | -71.2% | +84.9% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling