-55.3%
FIS vs STT
+211.9%
-267.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -2.6% |
| 7D | -29.4% | +0.9% | -30.3% | -29.9% |
| 30D | -16.7% | -2.3% | -14.4% | -16.4% |
| 3M | -33.0% | -7.0% | -26.0% | -31.4% |
| 6M | -33.3% | +15.5% | -48.8% | -37.9% |
| YTD | -56.0% | +35.6% | -91.6% | -61.9% |
| 1Y | -54.6% | +47.9% | -102.4% | -62.2% |
| 3Y | -40.6% | +181.1% | -221.7% | -62.9% |
| 5Y | -71.9% | +108.2% | -180.1% | -80.7% |
| 10Y | -55.3% | +201.0% | -256.3% | -74.4% |
| All | -55.3% | +211.9% | -267.2% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling