+139.5%
XLP vs FIS
-53.2%
+192.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +0.6% |
| 7D | +2.5% | +2.8% | -0.3% | +1.8% |
| 30D | +7.3% | -16.7% | +24.0% | +10.0% |
| 3M | +8.1% | -32.3% | +40.4% | +15.9% |
| 6M | +10.5% | -29.1% | +39.5% | +16.9% |
| YTD | +21.2% | -54.1% | +75.3% | +40.8% |
| 1Y | +22.7% | -53.7% | +76.4% | +42.2% |
| 3Y | +44.8% | -38.8% | +83.6% | +54.3% |
| 5Y | +44.7% | -71.1% | +115.8% | +83.7% |
| All | +139.5% | -53.2% | +192.7% | +163.8% |
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 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