-55.5%
FIS vs SM
+4.2%
-59.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -27.4% | -19.5% | -7.9% | -25.8% |
| 30D | -16.8% | -20.2% | +3.4% | -15.0% |
| 3M | -32.6% | -6.5% | -26.1% | -32.2% |
| 6M | -33.4% | +1.6% | -35.0% | -33.7% |
| YTD | -56.0% | +61.2% | -117.3% | -58.2% |
| 1Y | -55.1% | +65.4% | -120.4% | -57.4% |
| 3Y | -41.4% | -13.0% | -28.4% | -42.3% |
| 5Y | -72.7% | -4.3% | -68.4% | -73.8% |
| 10Y | -55.5% | +3.0% | -58.5% | -68.5% |
| All | -55.5% | +4.2% | -59.7% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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