-17.4%
FIS vs STT
+206.4%
-223.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -2.2% | +3.9% | -6.1% | -3.6% |
| 3M | +2.1% | +20.0% | -17.8% | -5.1% |
| 6M | -14.7% | +55.3% | -70.0% | -29.2% |
| YTD | -35.7% | +53.3% | -89.0% | -46.4% |
| 1Y | -37.1% | +74.7% | -111.8% | -50.7% |
| All | -17.4% | +206.4% | -223.9% | -54.3% |
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