+307.8%
SPY vs FIS
-53.2%
+361.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.6% |
| 7D | +2.6% | +2.8% | -0.2% | +1.5% |
| 30D | -2.0% | -16.7% | +14.7% | +1.5% |
| 3M | -2.8% | -32.3% | +29.5% | +7.6% |
| 6M | +2.1% | -29.1% | +31.2% | +10.4% |
| YTD | +11.5% | -54.1% | +65.6% | +39.6% |
| 1Y | +13.5% | -53.7% | +67.2% | +41.5% |
| 3Y | +77.7% | -38.8% | +116.5% | +93.9% |
| 5Y | +72.6% | -71.1% | +143.7% | +147.3% |
| All | +307.8% | -53.2% | +361.0% | +381.1% |
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 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