+564.3%
XLP vs FIS
+236.8%
+327.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.5% |
| 7D | +3.5% | -21.2% | +24.6% | +7.6% |
| 30D | +11.6% | -12.1% | +23.6% | +13.3% |
| 3M | +7.6% | -30.6% | +38.2% | +14.9% |
| 6M | +10.0% | -35.5% | +45.5% | +18.8% |
| YTD | +19.7% | -54.4% | +74.1% | +38.7% |
| 1Y | +23.5% | -52.9% | +76.3% | +42.0% |
| 3Y | +44.0% | -38.7% | +82.6% | +54.1% |
| 5Y | +42.7% | -70.4% | +113.1% | +74.2% |
| 10Y | +131.3% | -52.8% | +184.1% | +150.9% |
| All | +564.3% | +236.8% | +327.5% | +393.0% |
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