+527.5%
SAP vs XOP
+69.0%
+458.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +1.5% | -8.4% | +9.8% | +3.8% |
| 30D | +8.8% | -8.4% | +17.2% | +11.2% |
| 3M | +12.1% | +0.2% | +11.9% | +11.5% |
| 6M | +34.6% | +7.2% | +27.3% | +30.6% |
| YTD | -2.1% | +40.8% | -42.9% | -13.3% |
| 1Y | -5.5% | +36.3% | -41.8% | -15.6% |
| 3Y | +67.4% | +37.2% | +30.3% | +46.0% |
| 5Y | +74.6% | +86.6% | -12.1% | +32.2% |
| 10Y | +224.0% | +44.0% | +180.0% | +130.3% |
| All | +527.5% | +69.0% | +458.5% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling