+215.2%
XLY vs FIS
-39.8%
+255.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -7.9% | +6.2% | +1.3% |
| 30D | -4.2% | -8.0% | +3.8% | -1.4% |
| 3M | -2.7% | +0.6% | -3.3% | -3.6% |
| 6M | -0.6% | -22.2% | +21.6% | +7.7% |
| YTD | -5.0% | -40.8% | +35.8% | +14.2% |
| 1Y | -4.1% | -41.5% | +37.4% | +15.6% |
| 3Y | +33.6% | -25.5% | +59.1% | +42.5% |
| 5Y | +28.7% | -64.8% | +93.5% | +83.6% |
| All | +215.2% | -39.8% | +255.0% | +257.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling