+51.7%
XOP vs FIS
-53.2%
+104.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | -0.7% |
| 7D | +6.3% | +2.8% | +3.5% | +5.0% |
| 30D | -6.6% | -16.7% | +10.1% | -1.5% |
| 3M | +3.6% | -32.3% | +35.8% | +18.1% |
| 6M | +10.8% | -29.1% | +39.8% | +22.7% |
| YTD | +48.3% | -54.1% | +102.4% | +95.8% |
| 1Y | +42.9% | -53.7% | +96.7% | +87.7% |
| 3Y | +43.3% | -38.8% | +82.1% | +59.4% |
| 5Y | +94.0% | -71.1% | +165.1% | +201.7% |
| All | +51.7% | -53.2% | +104.8% | +137.7% |
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