+40.4%
XLB vs FIS
-39.8%
+80.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -1.5% | -25.5% | +24.0% | +1.9% |
| 30D | +6.1% | -15.1% | +21.1% | +7.0% |
| 3M | 0.0% | -32.1% | +32.2% | +5.1% |
| 6M | 0.0% | -36.1% | +36.0% | +5.8% |
| YTD | +16.0% | -55.4% | +71.4% | +34.9% |
| 1Y | +24.7% | -53.9% | +78.6% | +43.5% |
| 3Y | +40.4% | -39.8% | +80.1% | +44.5% |
| All | +40.4% | -39.8% | +80.2% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling