-41.0%
FIS vs SM
+46.7%
-87.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.6% | -9.5% | -5.8% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -7.8% | +31.5% | -39.4% | -7.5% |
| 3M | +0.8% | +17.3% | -16.5% | +1.0% |
| 6M | -21.9% | +48.5% | -70.4% | -22.1% |
| YTD | -39.5% | +106.3% | -145.8% | -39.4% |
| 1Y | -41.0% | +47.3% | -88.3% | -41.5% |
| All | -41.0% | +46.7% | -87.7% | -41.5% |
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