+814.3%
FISV vs XLB
+813.8%
+0.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.1% | -3.4% |
| 7D | -1.6% | -0.2% | -1.3% | -1.4% |
| 30D | -3.0% | -1.7% | -1.2% | -1.9% |
| 3M | -3.5% | +4.4% | -7.9% | -6.3% |
| 6M | -19.4% | +5.0% | -24.4% | -22.5% |
| YTD | -24.3% | +15.5% | -39.8% | -31.7% |
| 1Y | -62.4% | +14.9% | -77.3% | -65.7% |
| 3Y | -58.2% | +34.5% | -92.7% | -65.8% |
| 5Y | -56.5% | +36.5% | -93.1% | -64.9% |
| 10Y | -0.5% | +159.6% | -160.1% | -46.7% |
| All | +814.3% | +813.8% | +0.5% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling