+47.6%
XOP vs FIS
-37.2%
+84.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.9% |
| 7D | +2.6% | +1.1% | +1.5% | +2.6% |
| 30D | +15.4% | -2.2% | +17.7% | +15.4% |
| 3M | +12.1% | +2.1% | +9.9% | +12.3% |
| 6M | +19.7% | -14.7% | +34.4% | +19.5% |
| YTD | +52.4% | -35.7% | +88.1% | +50.2% |
| 1Y | +47.6% | -37.1% | +84.6% | +45.6% |
| All | +47.6% | -37.2% | +84.8% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling