-26.5%
FIS vs SITM
+412.8%
-439.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.4% |
| 7D | -9.1% | +3.7% | -12.8% | -9.1% |
| 30D | -10.4% | -14.5% | +4.1% | -10.3% |
| 3M | -3.7% | -10.6% | +6.9% | -3.7% |
| 6M | -24.8% | +65.5% | -90.3% | -27.2% |
| YTD | -41.6% | +67.0% | -108.6% | -43.7% |
| 1Y | -42.7% | +138.6% | -181.3% | -46.3% |
| All | -26.5% | +412.8% | -439.3% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling