+2.0%
FISV vs XOP
+58.6%
-56.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | 0.0% | +9.6% | -9.6% | -2.2% |
| 3M | -2.8% | +20.4% | -23.1% | -7.2% |
| 6M | -11.8% | +19.9% | -31.7% | -16.1% |
| YTD | -23.2% | +56.4% | -79.6% | -31.6% |
| 1Y | -62.0% | +52.4% | -114.4% | -66.0% |
| 3Y | -57.6% | +39.9% | -97.5% | -61.9% |
| 5Y | -53.4% | +163.7% | -217.1% | -65.0% |
| All | +2.0% | +58.6% | -56.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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