+102.9%
XLP vs FISV
-1.0%
+103.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +0.2% |
| 7D | -1.4% | -1.6% | +0.1% | -1.1% |
| 30D | -1.3% | -3.0% | +1.7% | -0.8% |
| 3M | +1.8% | -3.5% | +5.4% | +2.2% |
| 6M | -0.8% | -19.4% | +18.6% | +2.8% |
| YTD | +9.5% | -24.3% | +33.8% | +14.6% |
| 1Y | +7.2% | -62.4% | +69.6% | +27.0% |
| 3Y | +27.1% | -58.2% | +85.3% | +39.2% |
| 5Y | +32.0% | -56.5% | +88.6% | +40.0% |
| 10Y | +102.9% | -0.5% | +103.4% | +54.3% |
| All | +102.9% | -1.0% | +103.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling