-4.1%
SAP vs XOP
+36.1%
-40.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.6% | -10.0% | +11.7% | -0.3% |
| 30D | +10.5% | -9.1% | +19.6% | +8.8% |
| 3M | +15.2% | +5.1% | +10.1% | +16.6% |
| 6M | +36.7% | +6.4% | +30.3% | +38.7% |
| YTD | -0.6% | +39.7% | -40.3% | +5.9% |
| All | -4.1% | +36.1% | -40.2% | +3.0% |
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 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