+811.4%
SPYM vs FIS
+103.6%
+707.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.8% |
| 7D | +2.6% | +2.8% | -0.3% | +1.4% |
| 30D | -2.0% | -16.7% | +14.7% | +1.9% |
| 3M | -2.8% | -32.3% | +29.5% | +8.2% |
| 6M | +2.2% | -29.1% | +31.2% | +11.0% |
| YTD | +11.5% | -54.1% | +65.7% | +40.2% |
| 1Y | +13.5% | -53.7% | +67.2% | +42.1% |
| 3Y | +78.0% | -38.8% | +116.9% | +96.4% |
| 5Y | +73.1% | -71.1% | +144.2% | +141.6% |
| 10Y | +310.9% | -53.1% | +363.9% | +372.0% |
| All | +811.4% | +103.6% | +707.8% | +499.2% |
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