+42.8%
XLP vs FIS
-71.8%
+114.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +0.1% | -29.4% | +29.5% | +3.8% |
| 30D | +8.9% | -16.7% | +25.7% | +10.4% |
| 3M | +7.5% | -33.0% | +40.5% | +12.1% |
| 6M | +9.4% | -33.3% | +42.8% | +14.0% |
| YTD | +19.3% | -56.0% | +75.3% | +31.2% |
| 1Y | +21.7% | -54.6% | +76.3% | +33.2% |
| 3Y | +44.0% | -40.6% | +84.6% | +51.3% |
| 5Y | +42.8% | -71.9% | +114.7% | +64.7% |
| All | +42.8% | -71.8% | +114.5% | +64.7% |
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