+42.0%
XLP vs FIS
-71.2%
+113.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.0% |
| 7D | +0.7% | -25.5% | +26.2% | +3.7% |
| 30D | +10.3% | -15.1% | +25.3% | +11.5% |
| 3M | +6.5% | -32.1% | +38.6% | +10.9% |
| 6M | +8.4% | -36.1% | +44.4% | +13.5% |
| YTD | +18.2% | -55.4% | +73.6% | +29.8% |
| 1Y | +22.4% | -53.9% | +76.3% | +33.7% |
| 3Y | +41.9% | -39.8% | +81.7% | +48.9% |
| All | +42.0% | -71.2% | +113.2% | +63.5% |
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