+67.6%
SPY vs FIS
-71.2%
+138.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.7% |
| 7D | -2.7% | -25.5% | +22.8% | +1.9% |
| 30D | -5.4% | -15.1% | +9.7% | -3.8% |
| 3M | -4.1% | -32.1% | +28.0% | +2.2% |
| 6M | +0.7% | -36.1% | +36.8% | +8.2% |
| YTD | +8.7% | -55.4% | +64.1% | +27.1% |
| 1Y | +10.9% | -53.9% | +64.8% | +28.6% |
| 3Y | +75.0% | -39.8% | +114.7% | +86.8% |
| All | +67.6% | -71.2% | +138.8% | +113.1% |
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