-48.8%
SE vs XOP
+45.9%
-94.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.4% | +10.8% | +1.8% |
| 7D | +6.7% | -10.5% | +17.2% | +2.3% |
| 30D | -17.2% | -4.3% | -12.9% | -18.4% |
| 3M | -28.0% | +4.7% | -32.7% | -26.5% |
| 6M | -6.1% | -0.1% | -6.0% | -4.5% |
| YTD | -37.1% | +43.8% | -81.0% | -31.7% |
| 1Y | -48.8% | +45.3% | -94.0% | -44.2% |
| All | -48.8% | +45.9% | -94.6% | -44.2% |
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