-51.1%
FIS vs STT
+53.6%
-104.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.2% | -25.9% | -23.7% |
| 7D | -18.4% | -0.1% | -18.3% | -18.3% |
| 30D | -11.4% | -1.7% | -9.7% | -11.1% |
| 3M | -32.0% | -6.4% | -25.6% | -31.3% |
| 6M | -35.6% | +17.7% | -53.3% | -37.8% |
| YTD | -53.8% | +36.9% | -90.7% | -57.4% |
| 1Y | -51.1% | +52.0% | -103.1% | -56.2% |
| All | -51.1% | +53.6% | -104.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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