+147.5%
XEL vs FIS
-39.9%
+187.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -1.2% | -8.9% | +7.7% | +0.7% |
| 30D | -2.9% | -9.9% | +7.0% | -0.9% |
| 3M | -2.7% | 0.0% | -2.7% | -3.2% |
| 6M | -6.5% | -22.9% | +16.4% | -1.8% |
| YTD | +3.6% | -40.9% | +44.5% | +15.5% |
| 1Y | +7.5% | -40.4% | +47.9% | +19.4% |
| 3Y | +46.3% | -25.4% | +71.7% | +51.0% |
| 5Y | +30.5% | -64.8% | +95.4% | +62.6% |
| All | +147.5% | -39.9% | +187.4% | +181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling