+1.7%
XEL vs FIS
-50.5%
+52.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.7% | +25.9% | +0.9% |
| 7D | +4.3% | -18.4% | +22.7% | +3.2% |
| 30D | +12.6% | -11.4% | +24.0% | +12.1% |
| 3M | +4.4% | -32.0% | +36.4% | +2.0% |
| 6M | +0.7% | -35.6% | +36.3% | -2.6% |
| YTD | +11.5% | -53.8% | +65.3% | +3.7% |
| 1Y | +1.7% | -51.1% | +52.8% | -5.4% |
| All | +1.7% | -50.5% | +52.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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