+230.6%
FIS vs SM
+212.0%
+18.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -25.5% | -25.9% | +0.4% | -22.6% |
| 30D | -15.1% | -15.1% | +0.1% | -13.2% |
| 3M | -32.1% | +4.9% | -37.0% | -32.5% |
| 6M | -36.1% | +6.1% | -42.2% | -36.9% |
| YTD | -55.4% | +63.4% | -118.8% | -58.4% |
| 1Y | -53.9% | +72.5% | -126.3% | -57.3% |
| 3Y | -39.8% | -16.9% | -22.9% | -40.7% |
| 5Y | -71.1% | -10.6% | -60.4% | -72.7% |
| 10Y | -53.8% | +11.3% | -65.1% | -67.8% |
| All | +230.6% | +212.0% | +18.6% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling