+255.9%
SPOT vs FIS
-37.3%
+293.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -1.4% |
| 7D | -3.0% | +1.5% | -4.5% | -3.4% |
| 30D | +15.2% | -11.8% | +27.0% | +16.2% |
| 3M | +21.6% | -28.5% | +50.1% | +31.7% |
| 6M | +45.2% | -27.0% | +72.2% | +56.0% |
| YTD | +4.9% | -53.1% | +58.0% | +26.3% |
| 1Y | -4.8% | -52.8% | +48.0% | +14.5% |
| All | +255.9% | -37.3% | +293.2% | +326.2% |
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 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