-55.5%
FIS vs SM
+78.0%
-133.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.2% | -11.3% | -6.7% |
| 7D | -3.5% | +10.6% | -14.1% | -4.7% |
| 30D | -19.4% | -15.0% | -4.5% | -18.3% |
| 3M | -31.6% | +1.7% | -33.2% | -30.5% |
| 6M | -32.5% | +5.9% | -38.4% | -31.7% |
| YTD | -56.0% | +79.0% | -135.0% | -56.2% |
| 1Y | -55.5% | +84.7% | -140.2% | -55.5% |
| All | -55.5% | +78.0% | -133.5% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling