+172.7%
XLE vs FIS
-37.3%
+210.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | +2.2% | +1.1% | +1.1% | +1.8% |
| 30D | +11.8% | -2.2% | +14.0% | +12.4% |
| 3M | +9.8% | +2.1% | +7.7% | +8.1% |
| 6M | +15.6% | -14.7% | +30.2% | +20.7% |
| YTD | +45.3% | -35.7% | +81.0% | +67.9% |
| 1Y | +48.3% | -37.1% | +85.4% | +72.1% |
| 3Y | +55.4% | -20.0% | +75.4% | +58.6% |
| 5Y | +216.1% | -62.1% | +278.2% | +336.6% |
| All | +172.7% | -37.3% | +210.1% | +234.5% |
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 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