+565.5%
XLU vs FIS
+346.5%
+219.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.8% | +2.3% |
| 7D | +2.1% | -3.5% | +5.5% | +2.9% |
| 30D | -0.4% | -7.8% | +7.5% | +1.5% |
| 3M | +0.5% | +0.8% | -0.4% | -0.3% |
| 6M | -5.8% | -21.9% | +16.1% | -0.8% |
| YTD | +3.1% | -39.5% | +42.6% | +15.5% |
| 1Y | +8.1% | -41.0% | +49.1% | +21.5% |
| 3Y | +50.5% | -23.6% | +74.1% | +55.7% |
| 5Y | +44.7% | -65.6% | +110.3% | +78.3% |
| 10Y | +136.8% | -40.2% | +177.0% | +147.7% |
| All | +565.5% | +346.5% | +219.0% | +321.0% |
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