+166.9%
XLE vs FIS
-71.2%
+238.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.3% |
| 7D | +5.4% | +2.8% | +2.6% | +4.9% |
| 30D | -3.9% | -16.7% | +12.8% | -1.8% |
| 3M | +7.0% | -32.3% | +39.3% | +12.8% |
| 6M | +14.2% | -29.1% | +43.3% | +19.2% |
| YTD | +48.2% | -54.1% | +102.3% | +66.5% |
| 1Y | +47.7% | -53.7% | +101.4% | +65.6% |
| 3Y | +70.0% | -38.8% | +108.9% | +79.5% |
| All | +166.9% | -71.2% | +238.2% | +224.7% |
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 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