+159.6%
XLB vs FIS
-40.5%
+200.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.1% |
| 7D | -0.2% | -3.5% | +3.2% | +0.9% |
| 30D | -1.7% | -7.8% | +6.1% | +0.9% |
| 3M | +4.4% | +0.8% | +3.5% | +3.4% |
| 6M | +5.0% | -21.9% | +26.9% | +13.0% |
| YTD | +15.5% | -39.5% | +55.0% | +36.0% |
| 1Y | +14.9% | -41.0% | +55.9% | +36.3% |
| 3Y | +34.5% | -23.6% | +58.1% | +41.0% |
| 5Y | +36.5% | -65.6% | +102.2% | +93.6% |
| 10Y | +159.6% | -40.2% | +199.8% | +192.4% |
| All | +159.6% | -40.5% | +200.1% | +192.4% |
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 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