+145.6%
XLK vs FIS
-65.9%
+211.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.7% |
| 7D | -0.4% | -8.9% | +8.5% | +1.7% |
| 30D | -0.5% | -9.9% | +9.4% | +1.8% |
| 3M | +5.0% | 0.0% | +5.0% | +3.9% |
| 6M | +32.9% | -22.9% | +55.7% | +40.3% |
| YTD | +29.0% | -40.9% | +69.8% | +46.7% |
| 1Y | +37.8% | -40.4% | +78.3% | +56.0% |
| 3Y | +118.7% | -25.4% | +144.0% | +125.9% |
| 5Y | +145.6% | -64.8% | +210.4% | +214.6% |
| All | +145.6% | -65.9% | +211.5% | +214.6% |
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 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