+12.3%
XLI vs FIS
-50.5%
+62.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.7% | +22.6% | -0.9% |
| 7D | +0.6% | -18.4% | +19.0% | +0.8% |
| 30D | -0.4% | -11.4% | +11.0% | 0.0% |
| 3M | -8.8% | -32.0% | +23.1% | -8.8% |
| 6M | -0.4% | -35.6% | +35.2% | 0.0% |
| YTD | +10.1% | -53.8% | +63.9% | +16.6% |
| 1Y | +12.3% | -51.1% | +63.4% | +17.6% |
| All | +12.3% | -50.5% | +62.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling