-56.9%
FIG vs XOP
+38.1%
-95.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.4% |
| 7D | -14.3% | +0.5% | -14.8% | -14.3% |
| 30D | -13.6% | -7.3% | -6.3% | -13.1% |
| 3M | -23.7% | +1.4% | -25.1% | -24.8% |
| 6M | -5.4% | +7.8% | -13.1% | -8.6% |
| YTD | -49.2% | +44.5% | -93.8% | -53.0% |
| All | -56.9% | +38.1% | -95.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling