-51.1%
FIS vs XYL
-30.7%
-20.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.0% | -28.6% | -24.2% |
| 7D | -18.4% | +14.5% | -33.0% | -20.5% |
| 30D | -11.4% | -1.3% | -10.0% | -10.9% |
| 3M | -32.0% | -17.0% | -15.0% | -28.8% |
| 6M | -35.6% | -11.3% | -24.3% | -33.6% |
| YTD | -53.8% | -25.0% | -28.8% | -49.5% |
| 1Y | -51.1% | -31.5% | -19.5% | -43.0% |
| All | -51.1% | -30.7% | -20.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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