+230.6%
FIS vs STT
+434.1%
-203.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.0% |
| 6M | -36.1% | +10.0% | -46.1% | -38.5% |
| YTD | -55.4% | +30.7% | -86.1% | -59.6% |
| 1Y | -53.9% | +43.8% | -97.6% | -59.5% |
| 3Y | -39.8% | +168.1% | -207.8% | -57.1% |
| 5Y | -71.1% | +101.4% | -172.5% | -77.8% |
| 10Y | -53.8% | +211.3% | -265.1% | -70.6% |
| All | +230.6% | +434.1% | -203.5% | +25.7% |
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