+16,011.1%
STX vs FIS
+344.0%
+15,667.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.7% |
| 7D | +2.4% | +1.1% | +1.3% | +1.8% |
| 30D | +1.4% | -2.2% | +3.6% | +2.0% |
| 3M | -8.2% | +2.1% | -10.4% | -11.1% |
| 6M | +127.0% | -14.7% | +141.7% | +134.5% |
| YTD | +209.1% | -35.7% | +244.9% | +258.7% |
| 1Y | +365.4% | -37.1% | +402.5% | +440.9% |
| 3Y | +1,135.4% | -20.0% | +1,155.4% | +1,146.8% |
| 5Y | +991.5% | -62.1% | +1,053.6% | +1,383.9% |
| 10Y | +3,695.8% | -37.4% | +3,733.2% | +3,720.0% |
| All | +16,011.1% | +344.0% | +15,667.1% | +5,658.9% |
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 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