+675.3%
XLE vs FIS
+229.2%
+446.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -12.0% | -25.5% | +13.5% | -3.3% |
| 30D | -2.7% | -15.1% | +12.3% | +1.7% |
| 3M | +6.6% | -32.1% | +38.7% | +20.5% |
| 6M | +9.5% | -36.1% | +45.6% | +25.4% |
| YTD | +40.6% | -55.4% | +95.9% | +82.8% |
| 1Y | +43.6% | -53.9% | +97.5% | +84.1% |
| 3Y | +58.1% | -39.8% | +97.8% | +77.5% |
| 5Y | +152.2% | -71.1% | +223.3% | +257.4% |
| 10Y | +172.9% | -53.8% | +226.8% | +221.8% |
| All | +675.3% | +229.2% | +446.1% | +383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling