+511.7%
XLP vs FIS
+374.5%
+137.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | -0.9% | -2.2% | +1.3% | -0.5% |
| 3M | +3.8% | +2.1% | +1.7% | +3.1% |
| 6M | -1.7% | -14.7% | +12.9% | +1.0% |
| YTD | +10.3% | -35.7% | +46.0% | +20.2% |
| 1Y | +7.8% | -37.1% | +44.9% | +17.9% |
| 3Y | +27.2% | -20.0% | +47.2% | +30.2% |
| 5Y | +32.5% | -62.1% | +94.7% | +55.4% |
| 10Y | +101.8% | -37.4% | +139.2% | +108.5% |
| All | +511.7% | +374.5% | +137.2% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling