+73.1%
XOP vs FIS
+107.6%
-34.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | -0.3% |
| 30D | -7.3% | -11.8% | +4.5% | -3.6% |
| 3M | +1.4% | -28.5% | +29.9% | +16.4% |
| 6M | +7.8% | -27.0% | +34.8% | +20.9% |
| YTD | +44.5% | -53.1% | +97.6% | +100.4% |
| 1Y | +37.0% | -52.8% | +89.8% | +88.9% |
| 3Y | +40.8% | -37.5% | +78.3% | +60.3% |
| 5Y | +88.7% | -71.1% | +159.7% | +205.6% |
| 10Y | +49.9% | -52.0% | +101.9% | +75.6% |
| All | +73.1% | +107.6% | -34.5% | -26.1% |
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 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