+41.6%
XLE vs FIS
-54.6%
+96.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -6.7% | -27.4% | +20.7% | -5.4% |
| 30D | -4.4% | -16.8% | +12.4% | -2.8% |
| 3M | +4.0% | -32.6% | +36.6% | +4.8% |
| 6M | +13.2% | -33.4% | +46.6% | +14.3% |
| YTD | +41.9% | -56.0% | +97.9% | +39.4% |
| 1Y | +41.6% | -55.1% | +96.7% | +39.4% |
| All | +41.6% | -54.6% | +96.2% | +39.4% |
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