+247.6%
FIS vs SM
+224.9%
+22.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.6% | +1.2% | +6.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | -11.8% | -17.3% | +5.5% | -9.6% |
| 3M | -28.5% | -3.6% | -24.9% | -28.2% |
| 6M | -27.0% | +2.9% | -29.9% | -27.7% |
| YTD | -53.1% | +70.2% | -123.3% | -56.4% |
| 1Y | -52.8% | +66.5% | -119.3% | -56.1% |
| 3Y | -37.5% | -8.2% | -29.3% | -39.2% |
| 5Y | -71.1% | -1.5% | -69.6% | -72.9% |
| 10Y | -52.0% | +11.9% | -63.9% | -66.5% |
| All | +247.6% | +224.9% | +22.7% | +28.7% |
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