-25.9%
SPOT vs FIS
-41.7%
+15.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -6.9% | -8.9% | +2.0% | -3.2% |
| 30D | +4.1% | -9.9% | +14.1% | +8.5% |
| 3M | +3.7% | 0.0% | +3.7% | +3.5% |
| 6M | -1.6% | -22.9% | +21.3% | +7.5% |
| YTD | -10.2% | -40.9% | +30.7% | -2.3% |
| 1Y | -25.9% | -40.4% | +14.5% | -19.6% |
| All | -25.9% | -41.7% | +15.8% | -19.6% |
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 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