+588.0%
STX vs FIS
-39.8%
+627.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.3% |
| 7D | -28.5% | -25.5% | -3.0% | -29.2% |
| 30D | -42.9% | -15.1% | -27.9% | -42.7% |
| 3M | -45.9% | -32.1% | -13.8% | -46.8% |
| 6M | -41.3% | -36.1% | -5.2% | -41.7% |
| YTD | +67.9% | -55.4% | +123.3% | +76.5% |
| 1Y | +66.5% | -53.9% | +120.4% | +73.8% |
| 3Y | +588.0% | -39.8% | +627.7% | +516.6% |
| All | +588.0% | -39.8% | +627.8% | +516.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling