+125.1%
STM vs FIS
+229.2%
-104.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.7% | +5.6% |
| 7D | -10.7% | -25.5% | +14.7% | +1.8% |
| 30D | -25.7% | -15.1% | -10.7% | -21.5% |
| 3M | -21.6% | -32.1% | +10.6% | -7.7% |
| 6M | -27.8% | -36.1% | +8.3% | -15.0% |
| YTD | +61.8% | -55.4% | +117.1% | +128.4% |
| 1Y | +78.1% | -53.9% | +132.0% | +146.6% |
| 3Y | +4.9% | -39.8% | +44.7% | +21.3% |
| 5Y | -14.3% | -71.1% | +56.8% | +41.0% |
| 10Y | +414.1% | -53.8% | +467.9% | +544.3% |
| All | +125.1% | +229.2% | -104.1% | +1.5% |
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