+141.4%
XLC vs FIS
-56.6%
+198.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.7% |
| 7D | +0.6% | -3.5% | +4.0% | +1.8% |
| 30D | +0.2% | -7.8% | +8.1% | +3.1% |
| 3M | +0.6% | +0.8% | -0.2% | -0.2% |
| 6M | -4.5% | -21.9% | +17.4% | +3.3% |
| YTD | -4.7% | -39.5% | +34.8% | +13.0% |
| 1Y | -1.7% | -41.0% | +39.3% | +17.4% |
| 3Y | +72.3% | -23.6% | +95.9% | +80.0% |
| 5Y | +37.8% | -65.6% | +103.4% | +97.4% |
| All | +141.4% | -56.6% | +198.0% | +185.0% |
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