+710.0%
XLB vs FIS
+374.5%
+335.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -0.4% | -2.2% | +1.8% | +0.3% |
| 3M | +2.0% | +2.1% | -0.2% | +0.5% |
| 6M | +1.8% | -14.7% | +16.5% | +6.4% |
| YTD | +16.6% | -35.7% | +52.3% | +35.2% |
| 1Y | +16.9% | -37.1% | +54.0% | +36.4% |
| 3Y | +32.6% | -20.0% | +52.6% | +37.7% |
| 5Y | +35.6% | -62.1% | +97.8% | +79.7% |
| 10Y | +160.0% | -37.4% | +197.4% | +175.4% |
| All | +710.0% | +374.5% | +335.4% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling