-51.1%
FIS vs SITM
+47.5%
-98.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -9.4% | -14.3% | -24.0% |
| 7D | -18.4% | -19.5% | +1.1% | -19.3% |
| 30D | -11.4% | -43.2% | +31.8% | -13.8% |
| 3M | -32.0% | -30.8% | -1.1% | -32.9% |
| 6M | -35.6% | -28.6% | -7.0% | -36.9% |
| YTD | -53.8% | +14.2% | -68.0% | -54.7% |
| 1Y | -51.1% | +44.4% | -95.5% | -52.1% |
| All | -51.1% | +47.5% | -98.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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 · 6 months rolling