+864.4%
SPY vs FIS
+224.4%
+640.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.6% | -27.4% | +26.8% | +9.3% |
| 30D | -3.7% | -16.8% | +13.2% | +0.5% |
| 3M | -2.7% | -32.6% | +29.9% | +9.1% |
| 6M | +2.2% | -33.4% | +35.6% | +14.1% |
| YTD | +10.8% | -56.0% | +66.9% | +42.8% |
| 1Y | +11.2% | -55.1% | +66.3% | +42.1% |
| 3Y | +76.5% | -41.4% | +117.9% | +99.1% |
| 5Y | +72.9% | -72.7% | +145.6% | +148.4% |
| 10Y | +304.8% | -55.5% | +360.3% | +372.0% |
| All | +864.4% | +224.4% | +640.0% | +463.1% |
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 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