+99.6%
STM vs FIS
-37.2%
+136.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.6% |
| 7D | +5.8% | +1.1% | +4.7% | +6.1% |
| 30D | -1.0% | -2.2% | +1.2% | -1.6% |
| 3M | -33.3% | +2.1% | -35.4% | -32.0% |
| 6M | +57.4% | -14.7% | +72.0% | +59.4% |
| YTD | +102.2% | -35.7% | +137.9% | +122.2% |
| 1Y | +99.6% | -37.1% | +136.7% | +120.2% |
| All | +99.6% | -37.2% | +136.8% | +120.2% |
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 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