+59.8%
SAP vs XOP
+35.1%
+24.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -2.9% | +2.6% | -5.5% | -3.1% |
| 30D | +9.0% | +15.4% | -6.4% | +8.0% |
| 3M | +14.9% | +12.1% | +2.9% | +14.0% |
| 6M | +11.9% | +19.7% | -7.8% | +9.8% |
| YTD | -9.9% | +52.4% | -62.3% | -14.6% |
| 1Y | -19.5% | +47.6% | -67.1% | -23.4% |
| All | +59.8% | +35.1% | +24.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling