+16.1%
STM vs FIS
-41.2%
+57.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.6% | +0.9% |
| 7D | +16.3% | -3.5% | +19.8% | +16.6% |
| 30D | -6.3% | -19.4% | +13.2% | -4.8% |
| 3M | -14.1% | -31.6% | +17.5% | -11.4% |
| 6M | -19.6% | -32.5% | +13.0% | -17.2% |
| YTD | +80.1% | -56.0% | +136.1% | +116.3% |
| 1Y | +95.4% | -55.5% | +150.9% | +133.3% |
| All | +16.1% | -41.2% | +57.2% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling