+257.2%
XOM vs FIS
-64.9%
+322.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.1% | -7.9% | +12.0% | +5.2% |
| 30D | +4.6% | -8.0% | +12.5% | +5.6% |
| 3M | +14.0% | +0.6% | +13.4% | +13.4% |
| 6M | +11.0% | -22.2% | +33.2% | +14.5% |
| YTD | +40.7% | -40.8% | +81.5% | +51.1% |
| 1Y | +52.3% | -41.5% | +93.8% | +63.7% |
| 3Y | +60.5% | -25.5% | +86.0% | +64.3% |
| All | +257.2% | -64.9% | +322.2% | +337.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling