+163.9%
XLE vs FIS
-55.6%
+219.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -6.7% | -27.4% | +20.7% | +2.7% |
| 30D | -4.4% | -16.8% | +12.4% | +0.2% |
| 3M | +4.0% | -32.6% | +36.6% | +16.7% |
| 6M | +13.2% | -33.4% | +46.6% | +26.6% |
| YTD | +41.9% | -56.0% | +97.9% | +83.5% |
| 1Y | +41.6% | -55.1% | +96.7% | +81.4% |
| 3Y | +64.0% | -41.4% | +105.4% | +82.3% |
| 5Y | +158.1% | -72.7% | +230.8% | +287.8% |
| 10Y | +163.9% | -55.5% | +219.4% | +270.8% |
| All | +163.9% | -55.6% | +219.5% | +270.8% |
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