-38.8%
FIS vs STT
+182.6%
-221.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +4.8% | -1.9% | +1.4% |
| 30D | -16.7% | +3.9% | -20.6% | -18.0% |
| 3M | -32.3% | -8.2% | -24.1% | -30.5% |
| 6M | -29.1% | +15.6% | -44.7% | -33.4% |
| YTD | -54.1% | +37.6% | -91.8% | -60.2% |
| 1Y | -53.7% | +50.1% | -103.8% | -61.3% |
| 3Y | -38.8% | +183.1% | -221.9% | -63.9% |
| All | -38.8% | +182.6% | -221.4% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling