+5.2%
SSPC vs FIS
-23.5%
+28.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -23.7% | +31.5% | +9.7% |
| 7D | +11.8% | -18.4% | +30.2% | +10.4% |
| 30D | +44.7% | -11.4% | +56.1% | +41.5% |
| 3M | -40.7% | -32.0% | -8.7% | -40.6% |
| All | +5.2% | -23.5% | +28.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling