-19.5%
SAP vs XOP
+49.8%
-69.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -1.0% |
| 7D | -2.9% | +2.6% | -5.5% | -2.6% |
| 30D | +9.0% | +15.4% | -6.4% | +11.0% |
| 3M | +14.9% | +12.1% | +2.9% | +16.5% |
| 6M | +11.9% | +19.7% | -7.8% | +13.7% |
| YTD | -9.9% | +52.4% | -62.3% | -8.6% |
| 1Y | -19.5% | +47.6% | -67.1% | -17.7% |
| All | -19.5% | +49.8% | -69.3% | -17.7% |
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 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