+831.2%
XLI vs FIS
+374.5%
+456.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -1.1% | +1.1% | -2.1% | -1.5% |
| 30D | -5.9% | -2.2% | -3.7% | -5.4% |
| 3M | -0.3% | +2.1% | -2.4% | -1.9% |
| 6M | +0.1% | -14.7% | +14.8% | +4.3% |
| YTD | +13.6% | -35.7% | +49.3% | +31.0% |
| 1Y | +17.2% | -37.1% | +54.2% | +35.7% |
| 3Y | +68.2% | -20.0% | +88.2% | +74.0% |
| 5Y | +80.7% | -62.1% | +142.8% | +136.4% |
| 10Y | +253.3% | -37.4% | +290.6% | +273.0% |
| All | +831.2% | +374.5% | +456.7% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling