+49.9%
XLE vs FIS
-50.5%
+100.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -23.7% | +18.9% | -3.7% |
| 7D | -7.2% | -18.4% | +11.2% | -6.0% |
| 30D | +0.1% | -11.4% | +11.5% | +1.6% |
| 3M | +9.2% | -32.0% | +41.2% | +9.7% |
| 6M | +8.4% | -35.6% | +44.0% | +9.0% |
| YTD | +44.9% | -53.8% | +98.7% | +42.8% |
| 1Y | +49.9% | -51.1% | +100.9% | +48.6% |
| All | +49.9% | -50.5% | +100.4% | +48.6% |
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