+845.6%
SPY vs FIS
+229.2%
+616.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +1.1% |
| 7D | -2.7% | -25.5% | +22.8% | +5.9% |
| 30D | -5.4% | -15.1% | +9.7% | -2.0% |
| 3M | -4.1% | -32.1% | +28.0% | +7.3% |
| 6M | +0.7% | -36.1% | +36.8% | +14.0% |
| YTD | +8.7% | -55.4% | +64.1% | +39.3% |
| 1Y | +10.9% | -53.9% | +64.8% | +40.3% |
| 3Y | +75.0% | -39.8% | +114.7% | +95.4% |
| 5Y | +67.8% | -71.1% | +138.9% | +135.8% |
| 10Y | +312.9% | -53.8% | +366.7% | +375.2% |
| All | +845.6% | +229.2% | +616.4% | +449.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling