+34.1%
XLP vs FISV
-54.1%
+88.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.9% | -2.1% | +1.2% | -0.7% |
| 3M | +3.8% | -5.7% | +9.6% | +4.3% |
| 6M | -1.7% | -15.3% | +13.6% | -0.2% |
| YTD | +10.3% | -21.1% | +31.4% | +12.8% |
| 1Y | +7.8% | -61.1% | +68.9% | +19.5% |
| 3Y | +27.2% | -56.8% | +84.0% | +31.4% |
| All | +34.1% | -54.1% | +88.2% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling