-20.4%
SAP vs XOP
+52.0%
-72.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.2% |
| 30D | +2.6% | +16.5% | -13.9% | +4.6% |
| 3M | +16.3% | +15.7% | +0.5% | +18.2% |
| 6M | +6.4% | +19.2% | -12.8% | +8.3% |
| YTD | -11.4% | +55.0% | -66.4% | -9.8% |
| 1Y | -20.4% | +54.2% | -74.6% | -18.1% |
| All | -20.4% | +52.0% | -72.4% | -18.1% |
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