+252.8%
SPOT vs FIS
-52.2%
+305.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.1% | -7.9% | +4.8% | +0.1% |
| 30D | +7.4% | -8.0% | +15.3% | +10.8% |
| 3M | +8.2% | +0.6% | +7.6% | +7.6% |
| 6M | +2.2% | -22.2% | +24.4% | +12.2% |
| YTD | -9.5% | -40.8% | +31.3% | +10.3% |
| 1Y | -23.8% | -41.5% | +17.7% | -7.1% |
| 3Y | +233.5% | -25.5% | +259.0% | +259.0% |
| 5Y | +112.2% | -64.8% | +177.0% | +203.1% |
| All | +252.8% | -52.2% | +305.0% | +316.2% |
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