-3.6%
SMR vs FIS
-50.3%
+46.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +4.4% | +1.1% | +3.3% | +4.1% |
| 30D | +3.4% | -2.2% | +5.6% | +4.1% |
| 3M | -19.2% | +2.1% | -21.3% | -20.7% |
| 6M | -22.6% | -14.7% | -8.0% | -19.2% |
| YTD | -31.5% | -35.7% | +4.2% | -20.9% |
| 1Y | -73.1% | -37.1% | -36.0% | -68.8% |
| 3Y | +55.0% | -20.0% | +75.0% | +67.4% |
| All | -3.6% | -50.3% | +46.7% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling