+80.7%
SAP vs XOP
+94.3%
-13.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | +0.6% | +6.3% | -5.7% | -0.1% |
| 30D | +6.5% | -6.6% | +13.1% | +7.3% |
| 3M | +12.2% | +3.6% | +8.7% | +11.5% |
| 6M | +46.1% | +10.8% | +35.3% | +43.6% |
| YTD | -1.6% | +48.3% | -49.9% | -8.2% |
| 1Y | -5.1% | +42.9% | -48.0% | -10.9% |
| 3Y | +68.4% | +43.3% | +25.1% | +55.3% |
| All | +80.7% | +94.3% | -13.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling