+888.0%
SPY vs FIS
+374.5%
+513.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +0.1% | -2.2% | +2.3% | +0.7% |
| 3M | +2.0% | +2.1% | -0.1% | +0.4% |
| 6M | +13.0% | -14.7% | +27.7% | +17.9% |
| YTD | +13.5% | -35.7% | +49.2% | +30.9% |
| 1Y | +20.0% | -37.1% | +57.0% | +38.9% |
| 3Y | +77.2% | -20.0% | +97.2% | +83.3% |
| 5Y | +81.9% | -62.1% | +144.0% | +138.0% |
| 10Y | +314.1% | -37.4% | +351.4% | +338.2% |
| All | +888.0% | +374.5% | +513.5% | +416.3% |
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