+222.9%
SAP vs XOP
+47.9%
+175.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.6% | -10.0% | +11.7% | +3.4% |
| 30D | +10.5% | -9.1% | +19.6% | +12.2% |
| 3M | +15.2% | +5.1% | +10.1% | +13.8% |
| 6M | +36.7% | +6.4% | +30.3% | +34.4% |
| YTD | -0.6% | +39.7% | -40.3% | -7.8% |
| 1Y | -4.1% | +37.2% | -41.4% | -10.9% |
| 3Y | +73.2% | +37.6% | +35.6% | +58.6% |
| 5Y | +74.1% | +76.5% | -2.4% | +47.9% |
| 10Y | +222.9% | +42.6% | +180.3% | +147.6% |
| All | +222.9% | +47.9% | +175.0% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling