+14.4%
XLF vs FISV
-21.9%
+36.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | +0.3% |
| 7D | -1.0% | -6.4% | +5.4% | +0.1% |
| 30D | -1.3% | -6.8% | +5.5% | -0.2% |
| 3M | +9.1% | -10.0% | +19.1% | +10.6% |
| 6M | +14.4% | -20.6% | +35.0% | +18.5% |
| All | +14.4% | -21.9% | +36.3% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling