+35.8%
XLC vs FIS
-71.2%
+107.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +1.0% |
| 7D | +4.9% | -25.5% | +30.4% | +11.0% |
| 30D | -5.8% | -15.1% | +9.2% | -4.0% |
| 3M | -5.4% | -32.1% | +26.7% | +2.3% |
| 6M | -10.2% | -36.1% | +25.9% | -1.7% |
| YTD | -10.2% | -55.4% | +45.2% | +8.5% |
| 1Y | -5.6% | -53.9% | +48.3% | +12.8% |
| 3Y | +61.0% | -39.8% | +100.7% | +73.0% |
| All | +35.8% | -71.2% | +107.0% | +84.3% |
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