+136.0%
XLC vs FIS
-67.1%
+203.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | -0.3% |
| 7D | +3.7% | +2.8% | +0.9% | +2.6% |
| 30D | -1.9% | -16.7% | +14.8% | +1.7% |
| 3M | -3.1% | -32.3% | +29.2% | +7.9% |
| 6M | -6.4% | -29.1% | +22.7% | +2.0% |
| YTD | -6.8% | -54.1% | +47.3% | +18.3% |
| 1Y | -1.7% | -53.7% | +52.0% | +24.3% |
| 3Y | +64.7% | -38.8% | +103.5% | +80.6% |
| 5Y | +41.1% | -71.1% | +112.2% | +106.3% |
| All | +136.0% | -67.1% | +203.1% | +198.4% |
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