-85.6%
SMR vs FIS
-50.5%
-35.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -23.7% | +19.2% | -4.7% |
| 7D | -9.5% | -18.4% | +8.9% | -9.2% |
| 30D | -33.2% | -11.4% | -21.8% | -32.7% |
| 3M | -45.9% | -32.0% | -14.0% | -45.7% |
| 6M | -57.9% | -35.6% | -22.3% | -56.3% |
| YTD | -63.8% | -53.8% | -10.0% | -61.5% |
| 1Y | -85.6% | -51.1% | -34.5% | -84.8% |
| All | -85.6% | -50.5% | -35.1% | -84.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling