+34.1%
XLP vs FIS
-62.1%
+96.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -0.9% | -2.2% | +1.3% | -0.6% |
| 3M | +3.8% | +2.1% | +1.7% | +3.4% |
| 6M | -1.7% | -14.7% | +12.9% | 0.0% |
| YTD | +10.3% | -35.7% | +46.0% | +16.6% |
| 1Y | +7.8% | -37.1% | +44.9% | +14.2% |
| 3Y | +27.2% | -20.0% | +47.2% | +29.7% |
| All | +34.1% | -62.1% | +96.2% | +50.4% |
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