-54.3%
FIS vs SM
+18.2%
-72.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.2% | -11.3% | -6.6% |
| 7D | -3.5% | +10.6% | -14.1% | -4.4% |
| 30D | -19.4% | -15.0% | -4.5% | -18.1% |
| 3M | -31.6% | +1.7% | -33.2% | -31.6% |
| 6M | -32.5% | +5.9% | -38.4% | -33.1% |
| YTD | -56.0% | +79.0% | -135.0% | -58.5% |
| 1Y | -55.5% | +84.7% | -140.2% | -58.3% |
| 3Y | -41.3% | -3.5% | -37.9% | -42.8% |
| 5Y | -72.3% | +4.9% | -77.2% | -73.7% |
| All | -54.3% | +18.2% | -72.4% | -67.9% |
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