+82.5%
XOP vs FIS
+184.6%
-102.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.0% |
| 30D | +15.4% | -2.2% | +17.7% | +16.4% |
| 3M | +12.1% | +2.1% | +9.9% | +9.3% |
| 6M | +19.7% | -14.7% | +34.4% | +26.7% |
| YTD | +52.4% | -35.7% | +88.1% | +85.3% |
| 1Y | +47.6% | -37.1% | +84.6% | +80.4% |
| 3Y | +34.4% | -20.0% | +54.4% | +38.7% |
| 5Y | +154.4% | -62.1% | +216.5% | +270.1% |
| 10Y | +54.7% | -37.4% | +92.1% | +63.6% |
| All | +82.5% | +184.6% | -102.1% | -31.6% |
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