-67.7%
FIS vs SITM
+4,532.8%
-4,600.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -8.9% | +4.8% | -13.7% | -9.3% |
| 30D | -9.9% | -9.7% | -0.2% | -9.2% |
| 3M | 0.0% | -9.3% | +9.3% | -0.5% |
| 6M | -22.9% | +69.5% | -92.4% | -29.6% |
| YTD | -40.9% | +70.5% | -111.4% | -46.5% |
| 1Y | -40.4% | +145.3% | -185.7% | -49.1% |
| 3Y | -25.4% | +432.8% | -458.2% | -46.6% |
| 5Y | -64.8% | +174.0% | -238.8% | -74.4% |
| All | -67.7% | +4,532.8% | -4,600.5% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling