+162.4%
XOP vs FIS
-64.6%
+227.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +3.0% |
| 7D | +0.6% | -3.5% | +4.1% | +1.3% |
| 30D | +16.5% | -7.8% | +24.4% | +18.4% |
| 3M | +15.7% | +0.8% | +14.9% | +14.7% |
| 6M | +19.2% | -21.9% | +41.1% | +25.3% |
| YTD | +55.0% | -39.5% | +94.4% | +73.4% |
| 1Y | +54.2% | -41.0% | +95.2% | +73.3% |
| 3Y | +35.9% | -23.6% | +59.5% | +40.3% |
| 5Y | +162.4% | -65.6% | +228.0% | +270.9% |
| All | +162.4% | -64.6% | +227.0% | +270.9% |
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 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