+176.5%
XLE vs FIS
-55.0%
+231.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +3.5% |
| 7D | +4.4% | -3.5% | +7.9% | +5.4% |
| 30D | -4.3% | -19.4% | +15.2% | +1.2% |
| 3M | +6.0% | -31.6% | +37.6% | +18.1% |
| 6M | +13.2% | -32.5% | +45.8% | +25.9% |
| YTD | +46.7% | -56.0% | +102.7% | +89.3% |
| 1Y | +46.6% | -55.5% | +102.2% | +88.2% |
| 3Y | +69.6% | -41.3% | +110.9% | +88.1% |
| 5Y | +166.5% | -72.3% | +238.8% | +296.2% |
| All | +176.5% | -55.0% | +231.5% | +295.7% |
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