+56.2%
XOP vs FIS
-41.9%
+98.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.9% |
| 7D | +1.0% | -9.1% | +10.0% | +4.7% |
| 30D | +10.8% | -10.4% | +21.3% | +15.4% |
| 3M | +19.5% | -3.7% | +23.1% | +19.8% |
| 6M | +21.6% | -24.8% | +46.4% | +34.2% |
| YTD | +55.8% | -41.6% | +97.4% | +90.8% |
| 1Y | +54.6% | -42.7% | +97.4% | +90.1% |
| 3Y | +36.6% | -26.2% | +62.9% | +44.1% |
| 5Y | +160.6% | -66.1% | +226.8% | +295.9% |
| 10Y | +56.2% | -40.9% | +97.1% | +106.1% |
| All | +56.2% | -41.9% | +98.2% | +106.1% |
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