+799.2%
XLI vs FIS
+238.5%
+560.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.9% |
| 7D | +3.8% | +2.8% | +0.9% | +2.5% |
| 30D | +1.0% | -16.7% | +17.8% | +5.7% |
| 3M | -8.9% | -32.3% | +23.4% | +2.3% |
| 6M | -2.3% | -29.1% | +26.8% | +6.9% |
| YTD | +9.7% | -54.1% | +63.8% | +39.5% |
| 1Y | +12.3% | -53.7% | +66.0% | +42.3% |
| 3Y | +71.5% | -38.8% | +110.3% | +90.9% |
| 5Y | +70.2% | -71.1% | +141.3% | +139.7% |
| 10Y | +227.5% | -53.1% | +280.5% | +274.7% |
| All | +799.2% | +238.5% | +560.7% | +412.8% |
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