+2,071.0%
STX vs FIS
-54.6%
+2,125.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +10.2% |
| 7D | -14.8% | -29.4% | +14.7% | -6.6% |
| 30D | -35.4% | -16.7% | -18.6% | -32.8% |
| 3M | -37.7% | -33.0% | -4.7% | -31.3% |
| 6M | -35.2% | -33.3% | -1.9% | -29.6% |
| YTD | +84.4% | -56.0% | +140.4% | +130.0% |
| 1Y | +82.3% | -54.6% | +136.8% | +124.6% |
| 3Y | +646.2% | -40.6% | +686.9% | +696.1% |
| 5Y | +487.4% | -71.9% | +559.4% | +733.2% |
| 10Y | +2,071.0% | -55.3% | +2,126.4% | +2,330.9% |
| All | +2,071.0% | -54.6% | +2,125.6% | +2,330.9% |
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