-3.3%
FISV vs XLB
+162.9%
-166.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.5% |
| 7D | -7.2% | -3.5% | -3.7% | -4.6% |
| 30D | -7.2% | -4.7% | -2.5% | -3.8% |
| 3M | -8.2% | +2.7% | -10.9% | -10.3% |
| 6M | -17.7% | +2.6% | -20.3% | -20.1% |
| YTD | -27.2% | +12.8% | -40.0% | -34.7% |
| 1Y | -63.0% | +14.0% | -76.9% | -66.7% |
| 3Y | -59.8% | +31.5% | -91.2% | -68.1% |
| 5Y | -55.8% | +33.4% | -89.2% | -65.6% |
| All | -3.3% | +162.9% | -166.1% | -56.6% |
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