-4.3%
XLY vs FPS
+12.3%
-16.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.3% | -0.1% |
| 7D | -3.9% | -4.6% | +0.7% | -3.6% |
| 30D | -6.1% | -22.6% | +16.5% | -4.7% |
| 3M | -1.2% | -45.1% | +44.0% | +2.4% |
| 6M | -1.8% | -17.8% | +16.1% | -2.6% |
| All | -4.3% | +12.3% | -16.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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