-2.8%
XLC vs FIS
-42.9%
+40.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | -1.4% | -9.1% | +7.7% | +0.3% |
| 30D | -0.9% | -10.4% | +9.6% | +1.0% |
| 3M | -0.3% | -3.7% | +3.4% | +0.3% |
| 6M | -5.2% | -24.8% | +19.6% | -1.4% |
| YTD | -5.3% | -41.6% | +36.3% | +2.7% |
| 1Y | -2.8% | -42.7% | +39.9% | +5.5% |
| All | -2.8% | -42.9% | +40.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling