+27.4%
FISV vs XLB
+163.6%
-136.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.9% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | +38.4% | +5.2% | +33.3% | +33.1% |
| 3M | +14.9% | +0.3% | +14.6% | +14.5% |
| 6M | +21.8% | +1.2% | +20.6% | +20.0% |
| YTD | -5.0% | +16.6% | -21.7% | -17.1% |
| 1Y | -1.2% | +21.4% | -22.6% | -16.4% |
| 3Y | -47.5% | +43.2% | -90.7% | -61.1% |
| 5Y | -36.7% | +28.0% | -64.8% | -49.2% |
| All | +27.4% | +163.6% | -136.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling