+21.0%
STM vs FIS
-62.1%
+83.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | -1.0% | -2.2% | +1.2% | -0.6% |
| 3M | -33.3% | +2.1% | -35.4% | -34.4% |
| 6M | +57.4% | -14.7% | +72.0% | +62.1% |
| YTD | +102.2% | -35.7% | +137.9% | +131.4% |
| 1Y | +99.6% | -37.1% | +136.7% | +129.8% |
| 3Y | +14.5% | -20.0% | +34.5% | +18.8% |
| All | +21.0% | -62.1% | +83.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling