+376.5%
FIS vs STT
+526.7%
-150.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | +2.1% | +20.0% | -17.8% | -4.0% |
| 6M | -14.7% | +55.3% | -70.0% | -26.5% |
| YTD | -35.7% | +53.3% | -89.0% | -44.5% |
| 1Y | -37.1% | +74.7% | -111.8% | -48.0% |
| 3Y | -20.0% | +205.8% | -225.8% | -45.2% |
| 5Y | -62.1% | +145.0% | -207.1% | -72.6% |
| 10Y | -37.4% | +266.0% | -303.4% | -62.0% |
| All | +376.5% | +526.7% | -150.2% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling