+363.5%
SE vs XOP
+67.7%
+295.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.5% | +6.3% | -6.8% | -2.3% |
| 30D | -20.9% | -6.6% | -14.3% | -19.6% |
| 3M | -38.9% | +3.6% | -42.4% | -40.1% |
| 6M | -19.4% | +10.8% | -30.2% | -23.2% |
| YTD | -40.9% | +48.3% | -89.2% | -49.6% |
| 1Y | -46.2% | +42.9% | -89.1% | -53.6% |
| 3Y | +63.7% | +43.3% | +20.4% | +39.1% |
| 5Y | -77.9% | +94.0% | -171.9% | -82.9% |
| All | +363.5% | +67.7% | +295.8% | +246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling