+319.9%
XLF vs FIS
+374.5%
-54.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +0.2% | -2.2% | +2.4% | +1.1% |
| 3M | +11.7% | +2.1% | +9.6% | +9.6% |
| 6M | +13.8% | -14.7% | +28.5% | +20.9% |
| YTD | +7.0% | -35.7% | +42.7% | +30.2% |
| 1Y | +9.1% | -37.1% | +46.2% | +33.8% |
| 3Y | +75.6% | -20.0% | +95.6% | +84.9% |
| 5Y | +66.4% | -62.1% | +128.6% | +139.4% |
| 10Y | +250.3% | -37.4% | +287.7% | +273.5% |
| All | +319.9% | +374.5% | -54.6% | +63.6% |
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