-48.1%
SMR vs FIS
-66.0%
+17.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | -27.4% | +24.6% | +5.0% |
| 30D | -27.5% | -16.8% | -10.7% | -25.0% |
| 3M | -43.1% | -32.6% | -10.5% | -37.6% |
| 6M | -58.4% | -33.4% | -25.0% | -54.7% |
| YTD | -63.2% | -56.0% | -7.1% | -53.5% |
| 1Y | -81.6% | -55.1% | -26.6% | -77.0% |
| 3Y | +149.8% | -41.4% | +191.2% | +190.4% |
| All | -48.1% | -66.0% | +17.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling