+164.2%
XLB vs FIS
-53.2%
+217.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -1.5% |
| 7D | +0.5% | +2.8% | -2.3% | -0.5% |
| 30D | +5.2% | -16.7% | +21.9% | +9.2% |
| 3M | +0.3% | -32.3% | +32.6% | +11.5% |
| 6M | +1.2% | -29.1% | +30.2% | +9.9% |
| YTD | +16.6% | -54.1% | +70.8% | +47.1% |
| 1Y | +21.4% | -53.7% | +75.2% | +52.5% |
| 3Y | +43.2% | -38.8% | +82.1% | +57.5% |
| 5Y | +28.0% | -71.1% | +99.1% | +84.9% |
| All | +164.2% | -53.2% | +217.3% | +218.7% |
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