+112.6%
SPOT vs FIS
-66.7%
+179.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | +0.3% |
| 7D | -6.5% | -9.1% | +2.6% | -2.8% |
| 30D | +2.2% | -10.4% | +12.6% | +6.7% |
| 3M | +5.4% | -3.7% | +9.1% | +6.7% |
| 6M | -4.0% | -24.8% | +20.8% | +6.9% |
| YTD | -9.9% | -41.6% | +31.6% | +10.5% |
| 1Y | -27.3% | -42.7% | +15.5% | -10.4% |
| 3Y | +236.4% | -26.2% | +262.6% | +260.9% |
| 5Y | +112.6% | -66.1% | +178.7% | +199.0% |
| All | +112.6% | -66.7% | +179.3% | +199.0% |
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