-39.8%
FIS vs STT
+165.4%
-205.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -25.5% | -2.5% | -23.0% | -25.1% |
| 30D | -15.1% | -5.0% | -10.1% | -14.0% |
| 3M | -32.1% | -10.5% | -21.6% | -29.9% |
| 6M | -36.1% | +10.0% | -46.1% | -39.2% |
| YTD | -55.4% | +30.7% | -86.1% | -60.7% |
| 1Y | -53.9% | +43.8% | -97.6% | -61.0% |
| 3Y | -39.8% | +168.1% | -207.8% | -64.4% |
| All | -39.8% | +165.4% | -205.1% | -64.4% |
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 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