+181.4%
STM vs FIS
+374.5%
-193.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.4% |
| 7D | +5.8% | +1.1% | +4.7% | +5.2% |
| 30D | -1.0% | -2.2% | +1.2% | -0.2% |
| 3M | -33.3% | +2.1% | -35.4% | -35.5% |
| 6M | +57.4% | -14.7% | +72.0% | +63.6% |
| YTD | +102.2% | -35.7% | +137.9% | +144.4% |
| 1Y | +99.6% | -37.1% | +136.7% | +143.1% |
| 3Y | +14.5% | -20.0% | +34.5% | +18.5% |
| 5Y | +21.4% | -62.1% | +83.5% | +79.5% |
| 10Y | +695.0% | -37.4% | +732.3% | +781.4% |
| All | +181.4% | +374.5% | -193.1% | +8.6% |
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