+97.2%
FIS vs XME
+175.1%
-77.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -5.5% |
| 7D | -3.5% | +5.3% | -8.8% | -5.1% |
| 30D | -19.4% | -8.2% | -11.2% | -17.5% |
| 3M | -31.6% | -18.4% | -13.2% | -27.6% |
| 6M | -32.5% | -22.8% | -9.7% | -28.2% |
| YTD | -56.0% | -7.9% | -48.1% | -56.4% |
| 1Y | -55.5% | -0.9% | -54.7% | -57.1% |
| 3Y | -41.3% | +96.0% | -137.3% | -55.9% |
| 5Y | -72.3% | +110.3% | -182.6% | -80.0% |
| 10Y | -55.0% | +272.8% | -327.8% | -74.9% |
| All | +97.2% | +175.1% | -77.8% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling