-40.9%
SE vs XOP
+49.8%
-90.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.1% |
| 7D | -6.1% | +2.6% | -8.7% | -5.4% |
| 30D | -2.5% | +15.4% | -17.9% | +1.5% |
| 3M | +21.7% | +12.1% | +9.7% | +26.5% |
| 6M | +27.0% | +19.7% | +7.3% | +30.6% |
| YTD | -12.1% | +52.4% | -64.5% | -9.0% |
| 1Y | -40.9% | +47.6% | -88.5% | -38.3% |
| All | -40.9% | +49.8% | -90.7% | -38.3% |
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