+171.0%
FIS vs XME
+246.2%
-75.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.2% |
| 7D | -3.5% | +3.6% | -7.1% | -4.5% |
| 30D | -7.8% | +3.6% | -11.5% | -9.1% |
| 3M | +0.8% | +1.2% | -0.4% | -0.6% |
| 6M | -21.9% | +9.0% | -31.0% | -25.5% |
| YTD | -39.5% | +15.9% | -55.4% | -43.9% |
| 1Y | -41.0% | +43.2% | -84.2% | -49.4% |
| 3Y | -23.6% | +137.4% | -161.0% | -45.7% |
| 5Y | -65.6% | +185.0% | -250.7% | -77.4% |
| 10Y | -40.2% | +409.5% | -449.7% | -69.7% |
| All | +171.0% | +246.2% | -75.2% | +17.7% |
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