+149.9%
XLE vs FIS
-71.2%
+221.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -12.0% | -25.5% | +13.5% | -8.3% |
| 30D | -2.7% | -15.1% | +12.3% | -0.8% |
| 3M | +6.6% | -32.1% | +38.7% | +12.3% |
| 6M | +9.5% | -36.1% | +45.6% | +16.2% |
| YTD | +40.6% | -55.4% | +95.9% | +58.6% |
| 1Y | +43.6% | -53.9% | +97.5% | +60.9% |
| 3Y | +58.1% | -39.8% | +97.8% | +67.4% |
| All | +149.9% | -71.2% | +221.1% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling