-56.6%
FIG vs XOP
+54.9%
-111.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -12.2% | +1.6% | -13.8% | -12.6% |
| 30D | -11.0% | +9.6% | -20.6% | -13.4% |
| 3M | +11.9% | +16.9% | -5.1% | +5.5% |
| 6M | -21.9% | +24.0% | -45.9% | -28.1% |
| YTD | -40.8% | +56.2% | -97.0% | -51.1% |
| 1Y | -56.6% | +51.8% | -108.4% | -63.1% |
| All | -56.6% | +54.9% | -111.6% | -63.1% |
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