+559.7%
XLP vs FISV
+1,060.1%
-500.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.3% | +8.4% | -6.1% | +0.7% |
| 30D | +9.1% | +38.8% | -29.7% | +2.1% |
| 3M | +7.9% | +21.3% | -13.4% | +3.4% |
| 6M | +9.6% | +14.1% | -4.5% | +5.9% |
| YTD | +19.4% | -5.7% | +25.2% | +19.0% |
| 1Y | +22.4% | -0.8% | +23.1% | +20.6% |
| 3Y | +43.2% | -47.9% | +91.1% | +52.4% |
| 5Y | +42.6% | -36.8% | +79.4% | +43.9% |
| 10Y | +135.4% | +26.9% | +108.5% | +102.7% |
| All | +559.7% | +1,060.1% | -500.4% | +265.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling