-80.9%
FIG vs XOP
+55.6%
-136.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.4% |
| 7D | -14.5% | +1.0% | -15.4% | -14.6% |
| 30D | -13.3% | +10.8% | -24.2% | -15.3% |
| 3M | +7.4% | +19.5% | -12.0% | +2.2% |
| 6M | -27.8% | +21.6% | -49.4% | -31.3% |
| YTD | -41.1% | +55.8% | -96.9% | -46.7% |
| 1Y | -58.7% | +54.6% | -113.4% | -62.1% |
| All | -80.9% | +55.6% | -136.5% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling