-42.7%
FIS vs XME
+42.3%
-85.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.5% |
| 7D | -9.1% | -0.2% | -8.8% | -9.1% |
| 30D | -10.4% | +1.4% | -11.8% | -10.3% |
| 3M | -3.7% | +2.7% | -6.4% | -2.5% |
| 6M | -24.8% | +6.5% | -31.3% | -23.5% |
| YTD | -41.6% | +15.2% | -56.8% | -41.0% |
| 1Y | -42.7% | +43.5% | -86.2% | -41.5% |
| All | -42.7% | +42.3% | -85.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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