+70.8%
XLI vs FIS
-72.9%
+143.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | +0.1% |
| 7D | +4.3% | -3.5% | +7.8% | +4.8% |
| 30D | +0.5% | -19.4% | +19.9% | +3.2% |
| 3M | -8.6% | -31.6% | +23.0% | -3.4% |
| 6M | -2.3% | -32.5% | +30.2% | +3.1% |
| YTD | +10.1% | -56.0% | +66.1% | +26.8% |
| 1Y | +11.0% | -55.5% | +66.5% | +27.5% |
| 3Y | +72.3% | -41.3% | +113.6% | +85.1% |
| 5Y | +70.8% | -72.3% | +143.1% | +113.9% |
| All | +70.8% | -72.9% | +143.8% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling