+3.3%
SPY vs FIS
-28.4%
+31.6%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.4% | +1.5% |
| 7D | -0.9% | +1.5% | -2.4% | -0.9% |
| 30D | -2.4% | -11.8% | +9.5% | -3.3% |
| 3M | -1.2% | -28.5% | +27.4% | -2.0% |
| 6M | +3.3% | -27.0% | +30.3% | +2.1% |
| All | +3.3% | -28.4% | +31.6% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling