+34.8%
SMCI vs FIS
-25.6%
+60.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.1% |
| 7D | -1.3% | -8.9% | +7.6% | -0.7% |
| 30D | +18.3% | -9.9% | +28.2% | +19.0% |
| 3M | +27.7% | 0.0% | +27.7% | +25.1% |
| 6M | +17.6% | -22.9% | +40.5% | +22.2% |
| YTD | +27.7% | -40.9% | +68.6% | +42.2% |
| 1Y | -14.9% | -40.4% | +25.6% | -5.6% |
| All | +34.8% | -25.6% | +60.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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