-79.1%
FIG vs XOP
+52.1%
-131.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.2% |
| 7D | -16.3% | +2.6% | -18.9% | -16.8% |
| 30D | -14.3% | +15.4% | -29.8% | -16.9% |
| 3M | +7.2% | +12.1% | -4.9% | +3.7% |
| 6M | -18.6% | +19.7% | -38.3% | -22.3% |
| YTD | -35.5% | +52.4% | -87.9% | -41.3% |
| 1Y | -55.8% | +47.6% | -103.3% | -60.4% |
| All | -79.1% | +52.1% | -131.3% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling