-55.1%
FIS vs STT
+48.0%
-103.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -27.4% | +1.1% | -28.5% | -27.4% |
| 30D | -16.8% | -1.9% | -14.9% | -16.6% |
| 3M | -32.6% | -7.6% | -25.1% | -32.0% |
| 6M | -33.4% | +16.0% | -49.4% | -35.4% |
| YTD | -56.0% | +36.2% | -92.2% | -59.4% |
| 1Y | -55.1% | +46.8% | -101.9% | -59.2% |
| All | -55.1% | +48.0% | -103.1% | -59.2% |
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