+715.3%
XOM vs FIS
+374.5%
+340.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | +5.9% | -2.2% | +8.1% | +6.4% |
| 3M | +5.6% | +2.1% | +3.4% | +4.2% |
| 6M | +7.9% | -14.7% | +22.5% | +12.0% |
| YTD | +35.2% | -35.7% | +70.9% | +52.5% |
| 1Y | +46.0% | -37.1% | +83.0% | +65.2% |
| 3Y | +55.0% | -20.0% | +75.0% | +58.9% |
| 5Y | +246.3% | -62.1% | +308.4% | +333.2% |
| 10Y | +181.0% | -37.4% | +218.4% | +195.9% |
| All | +715.3% | +374.5% | +340.8% | +375.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling