+687.4%
XEL vs FIS
+225.0%
+462.4%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +1.8% |
| 7D | +1.4% | -3.5% | +4.9% | +2.1% |
| 30D | +9.2% | -19.4% | +28.6% | +13.0% |
| 3M | +4.5% | -31.6% | +36.1% | +12.0% |
| 6M | +3.6% | -32.5% | +36.1% | +10.9% |
| YTD | +12.9% | -56.0% | +68.9% | +32.4% |
| 1Y | +4.1% | -55.5% | +59.6% | +21.7% |
| 3Y | +52.3% | -41.3% | +93.6% | +64.3% |
| 5Y | +51.6% | -72.3% | +123.9% | +89.1% |
| 10Y | +185.2% | -55.0% | +240.2% | +212.2% |
| All | +687.4% | +225.0% | +462.4% | +440.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling