+376.5%
FIS vs SM
+280.0%
+96.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -2.2% | +26.3% | -28.5% | -5.0% |
| 3M | +2.1% | +8.7% | -6.5% | +0.6% |
| 6M | -14.7% | +51.7% | -66.3% | -19.5% |
| YTD | -35.7% | +99.0% | -134.7% | -41.4% |
| 1Y | -37.1% | +34.6% | -71.7% | -40.3% |
| 3Y | -20.0% | -7.8% | -12.3% | -22.5% |
| 5Y | -62.1% | +104.8% | -166.9% | -67.6% |
| 10Y | -37.4% | +7.2% | -44.6% | -56.0% |
| All | +376.5% | +280.0% | +96.5% | +73.0% |
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