+120.2%
SPOT vs FIS
-70.7%
+190.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -2.1% |
| 7D | -3.0% | +1.5% | -4.5% | -3.6% |
| 30D | +15.2% | -11.8% | +27.0% | +17.6% |
| 3M | +21.6% | -28.5% | +50.1% | +35.7% |
| 6M | +45.2% | -27.0% | +72.2% | +60.1% |
| YTD | +4.9% | -53.1% | +58.0% | +38.4% |
| 1Y | -4.8% | -52.8% | +48.0% | +25.3% |
| 3Y | +256.3% | -37.5% | +293.7% | +296.0% |
| 5Y | +120.2% | -71.1% | +191.2% | +287.1% |
| All | +120.2% | -70.7% | +190.9% | +287.1% |
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