+319.7%
SPY vs FIS
-41.9%
+361.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.7% |
| 7D | -0.4% | -9.1% | +8.7% | +2.8% |
| 30D | -1.4% | -10.4% | +9.1% | +2.1% |
| 3M | +3.7% | -3.7% | +7.4% | +4.1% |
| 6M | +13.0% | -24.8% | +37.8% | +22.9% |
| YTD | +12.4% | -41.6% | +54.0% | +33.4% |
| 1Y | +18.5% | -42.7% | +61.3% | +41.2% |
| 3Y | +77.6% | -26.2% | +103.9% | +87.3% |
| 5Y | +81.7% | -66.1% | +147.8% | +156.1% |
| 10Y | +319.7% | -40.9% | +360.5% | +372.0% |
| All | +319.7% | -41.9% | +361.6% | +372.0% |
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 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