+205.4%
XOM vs FIS
-53.2%
+258.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.7% |
| 7D | +2.8% | +2.8% | 0.0% | +1.9% |
| 30D | -3.6% | -16.7% | +13.1% | +0.2% |
| 3M | +8.2% | -32.3% | +40.5% | +19.1% |
| 6M | +14.0% | -29.1% | +43.1% | +23.0% |
| YTD | +44.6% | -54.1% | +98.7% | +77.2% |
| 1Y | +47.8% | -53.7% | +101.5% | +80.3% |
| 3Y | +79.6% | -38.8% | +118.4% | +93.6% |
| 5Y | +214.3% | -71.1% | +285.4% | +334.8% |
| All | +205.4% | -53.2% | +258.6% | +287.6% |
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