+322.9%
SPYM vs FIS
-41.9%
+364.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | +0.7% |
| 7D | -0.4% | -9.1% | +8.7% | +2.8% |
| 30D | -1.4% | -10.4% | +9.1% | +2.1% |
| 3M | +3.7% | -3.7% | +7.4% | +4.1% |
| 6M | +13.0% | -24.8% | +37.8% | +23.0% |
| YTD | +12.5% | -41.6% | +54.0% | +33.6% |
| 1Y | +18.6% | -42.7% | +61.4% | +41.5% |
| 3Y | +78.0% | -26.2% | +104.3% | +87.6% |
| 5Y | +82.3% | -66.1% | +148.4% | +157.9% |
| 10Y | +322.9% | -40.9% | +363.7% | +377.1% |
| All | +322.9% | -41.9% | +364.8% | +377.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling