+246.5%
XLF vs FIS
-39.9%
+286.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.8% |
| 7D | -2.9% | -8.9% | +6.0% | +0.8% |
| 30D | -1.6% | -9.9% | +8.3% | +2.4% |
| 3M | +9.3% | 0.0% | +9.3% | +8.3% |
| 6M | +14.6% | -22.9% | +37.5% | +25.9% |
| YTD | +4.7% | -40.9% | +45.6% | +28.4% |
| 1Y | +8.6% | -40.4% | +49.1% | +32.5% |
| 3Y | +73.9% | -25.4% | +99.2% | +86.6% |
| 5Y | +65.0% | -64.8% | +129.9% | +143.4% |
| All | +246.5% | -39.9% | +286.4% | +321.8% |
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