+64.3%
XLF vs FISV
-53.5%
+117.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.6% |
| 7D | -1.5% | -2.7% | +1.2% | -0.9% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | +9.2% | -2.8% | +12.0% | +9.3% |
| 6M | +16.3% | -11.8% | +28.2% | +18.7% |
| YTD | +5.4% | -23.2% | +28.6% | +11.0% |
| 1Y | +7.6% | -62.0% | +69.6% | +30.6% |
| 3Y | +74.2% | -57.6% | +131.8% | +86.8% |
| All | +64.3% | -53.5% | +117.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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