+250.2%
XLI vs FIS
-39.9%
+290.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -2.3% | -8.9% | +6.6% | +0.7% |
| 30D | -8.2% | -9.9% | +1.8% | -5.2% |
| 3M | +0.8% | 0.0% | +0.8% | -0.2% |
| 6M | +0.8% | -22.9% | +23.7% | +8.4% |
| YTD | +10.5% | -40.9% | +51.4% | +30.3% |
| 1Y | +14.1% | -40.4% | +54.6% | +33.7% |
| 3Y | +68.6% | -25.4% | +93.9% | +77.1% |
| 5Y | +80.4% | -64.8% | +145.2% | +150.0% |
| All | +250.2% | -39.9% | +290.0% | +296.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling