+88.9%
SMR vs FIS
-22.6%
+111.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.9% | +21.2% | +17.9% |
| 7D | +21.4% | -3.5% | +24.8% | +22.6% |
| 30D | +13.8% | -7.8% | +21.7% | +17.6% |
| 3M | +3.9% | +0.8% | +3.1% | -0.2% |
| 6M | -4.2% | -21.9% | +17.7% | +7.9% |
| YTD | -21.1% | -39.5% | +18.4% | +5.2% |
| 1Y | -67.1% | -41.0% | -26.1% | -55.8% |
| 3Y | +88.9% | -23.6% | +112.5% | +17.4% |
| All | +88.9% | -22.6% | +111.5% | +17.4% |
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