-32.5%
FIS vs XME
-22.4%
-10.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -6.5% |
| 7D | -3.5% | +5.3% | -8.8% | -2.4% |
| 30D | -19.4% | -8.2% | -11.2% | -20.7% |
| 3M | -31.6% | -18.4% | -13.2% | -34.3% |
| 6M | -32.5% | -22.8% | -9.7% | -33.4% |
| All | -32.5% | -22.4% | -10.1% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling