+3,676.0%
STX vs FIS
-40.5%
+3,716.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.4% | +8.2% |
| 7D | +10.7% | -3.5% | +14.2% | +11.6% |
| 30D | +11.3% | -7.8% | +19.1% | +13.5% |
| 3M | +3.2% | +0.8% | +2.4% | +0.8% |
| 6M | +157.0% | -21.9% | +178.9% | +171.7% |
| YTD | +229.2% | -39.5% | +268.7% | +279.9% |
| 1Y | +381.8% | -41.0% | +422.8% | +457.8% |
| 3Y | +1,383.2% | -23.6% | +1,406.8% | +1,402.2% |
| 5Y | +1,144.9% | -65.6% | +1,210.5% | +1,626.5% |
| 10Y | +3,676.0% | -40.2% | +3,716.2% | +3,809.6% |
| All | +3,676.0% | -40.5% | +3,716.5% | +3,809.6% |
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 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