+29.0%
XLB vs FIS
-71.2%
+100.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | -1.5% | -25.5% | +24.0% | +3.4% |
| 30D | +6.1% | -15.1% | +21.1% | +8.0% |
| 3M | 0.0% | -32.1% | +32.2% | +7.0% |
| 6M | 0.0% | -36.1% | +36.0% | +7.9% |
| YTD | +16.0% | -55.4% | +71.4% | +36.6% |
| 1Y | +24.7% | -53.9% | +78.6% | +45.5% |
| 3Y | +40.4% | -39.8% | +80.1% | +51.2% |
| All | +29.0% | -71.2% | +100.2% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling