+167.7%
XLB vs FIS
-54.6%
+222.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | -1.4% | -29.4% | +28.1% | +8.6% |
| 30D | +7.1% | -16.7% | +23.8% | +11.3% |
| 3M | +0.6% | -33.0% | +33.6% | +12.3% |
| 6M | +3.5% | -33.3% | +36.8% | +14.9% |
| YTD | +18.2% | -56.0% | +74.2% | +51.3% |
| 1Y | +25.6% | -54.6% | +80.2% | +58.8% |
| 3Y | +46.7% | -40.6% | +87.3% | +63.0% |
| 5Y | +30.9% | -71.9% | +102.8% | +90.5% |
| 10Y | +167.7% | -55.3% | +223.1% | +226.5% |
| All | +167.7% | -54.6% | +222.4% | +226.5% |
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