+422.5%
STM vs FIS
-54.6%
+477.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.4% | +8.1% | +7.3% |
| 7D | -5.6% | -29.4% | +23.8% | +8.0% |
| 30D | -14.4% | -16.7% | +2.3% | -9.7% |
| 3M | -20.5% | -33.0% | +12.5% | -8.1% |
| 6M | -24.5% | -33.3% | +8.8% | -14.5% |
| YTD | +72.7% | -56.0% | +128.7% | +139.0% |
| 1Y | +91.0% | -54.6% | +145.6% | +159.6% |
| 3Y | +13.5% | -40.6% | +54.2% | +28.4% |
| 5Y | -9.2% | -71.9% | +62.7% | +53.1% |
| 10Y | +422.5% | -55.3% | +477.9% | +674.0% |
| All | +422.5% | -54.6% | +477.1% | +674.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling