-71.4%
FIS vs STT
+100.0%
-171.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -25.5% | -2.5% | -23.0% | -25.0% |
| 30D | -15.1% | -5.0% | -10.1% | -13.6% |
| 3M | -32.1% | -10.5% | -21.6% | -29.2% |
| 6M | -36.1% | +10.0% | -46.1% | -39.7% |
| YTD | -55.4% | +30.7% | -86.1% | -61.4% |
| 1Y | -53.9% | +43.8% | -97.6% | -62.0% |
| 3Y | -39.8% | +168.1% | -207.8% | -64.3% |
| All | -71.4% | +100.0% | -171.4% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling