+411.2%
XLF vs FISV
+796.4%
-385.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -2.9% | -7.2% | +4.3% | +0.2% |
| 30D | -1.6% | -7.2% | +5.6% | +1.3% |
| 3M | +9.3% | -8.2% | +17.4% | +12.0% |
| 6M | +14.6% | -17.7% | +32.3% | +22.2% |
| YTD | +4.7% | -27.2% | +31.9% | +17.0% |
| 1Y | +8.6% | -63.0% | +71.6% | +50.9% |
| 3Y | +73.9% | -59.8% | +133.6% | +121.8% |
| 5Y | +65.0% | -55.8% | +120.8% | +97.1% |
| 10Y | +250.4% | -2.4% | +252.8% | +183.6% |
| All | +411.2% | +796.4% | -385.2% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling