-38.8%
FIS vs SM
-3.9%
-34.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +9.4% | -6.6% | +1.7% |
| 30D | -16.7% | -14.4% | -2.4% | -15.3% |
| 3M | -32.3% | +1.6% | -33.8% | -32.0% |
| 6M | -29.1% | +6.3% | -35.4% | -29.4% |
| YTD | -54.1% | +78.8% | -132.9% | -56.9% |
| 1Y | -53.7% | +83.1% | -136.9% | -56.7% |
| 3Y | -38.8% | -5.9% | -32.9% | -43.3% |
| All | -38.8% | -3.9% | -34.9% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling