+77.6%
XOP vs FIS
+103.0%
-25.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | -1.1% |
| 7D | +6.3% | +2.8% | +3.5% | +4.6% |
| 30D | -6.6% | -16.7% | +10.1% | -0.3% |
| 3M | +3.6% | -32.3% | +35.8% | +22.0% |
| 6M | +10.8% | -29.1% | +39.8% | +25.8% |
| YTD | +48.3% | -54.1% | +102.4% | +107.4% |
| 1Y | +42.9% | -53.7% | +96.7% | +98.6% |
| 3Y | +43.3% | -38.8% | +82.1% | +64.5% |
| 5Y | +94.0% | -71.1% | +165.1% | +212.8% |
| 10Y | +53.7% | -53.1% | +106.8% | +81.7% |
| All | +77.6% | +103.0% | -25.5% | -23.5% |
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