-40.2%
FIS vs SM
+12.3%
-52.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -6.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -7.8% | +31.5% | -39.4% | -10.1% |
| 3M | +0.8% | +17.3% | -16.5% | -0.9% |
| 6M | -21.9% | +48.5% | -70.4% | -25.1% |
| YTD | -39.5% | +106.3% | -145.8% | -43.7% |
| 1Y | -41.0% | +47.3% | -88.3% | -43.7% |
| 3Y | -23.6% | -1.4% | -22.2% | -25.8% |
| 5Y | -65.6% | +114.0% | -179.7% | -69.3% |
| 10Y | -40.2% | +12.5% | -52.7% | -57.6% |
| All | -40.2% | +12.3% | -52.5% | -57.6% |
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