-61.0%
SMR vs FIS
-29.3%
-31.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -2.7% |
| 7D | -8.3% | +2.8% | -11.1% | -7.7% |
| 30D | -20.1% | -16.7% | -3.4% | -19.7% |
| 3M | -52.7% | -32.3% | -20.4% | -56.5% |
| 6M | -61.0% | -29.1% | -32.0% | -62.7% |
| All | -61.0% | -29.3% | -31.8% | -62.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling