-41.3%
FIS vs STT
+183.0%
-224.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.3% | -5.9% | -6.0% |
| 7D | -3.5% | +5.1% | -8.6% | -4.9% |
| 30D | -19.4% | -0.2% | -19.2% | -19.6% |
| 3M | -31.6% | -8.1% | -23.4% | -29.8% |
| 6M | -32.5% | +16.6% | -49.2% | -36.9% |
| YTD | -56.0% | +37.8% | -93.8% | -61.8% |
| 1Y | -55.5% | +46.8% | -102.4% | -62.5% |
| All | -41.3% | +183.0% | -224.3% | -65.4% |
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