-41.5%
FIS vs XLRE
+7.1%
-48.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -7.9% | -1.2% | -6.7% | -7.2% |
| 30D | -8.0% | -2.4% | -5.6% | -6.5% |
| 3M | +0.6% | -2.5% | +3.1% | +2.4% |
| 6M | -22.2% | +4.0% | -26.2% | -23.4% |
| YTD | -40.8% | +9.3% | -50.1% | -44.1% |
| 1Y | -41.5% | +5.6% | -47.1% | -44.0% |
| All | -41.5% | +7.1% | -48.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling