+568.6%
SE vs XOP
+76.3%
+492.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.3% |
| 7D | -3.6% | +1.0% | -4.6% | -3.9% |
| 30D | -5.3% | +10.8% | -16.2% | -8.3% |
| 3M | +28.1% | +19.5% | +8.6% | +20.3% |
| 6M | +20.7% | +21.6% | -0.9% | +11.4% |
| YTD | -14.8% | +55.8% | -70.6% | -27.9% |
| 1Y | -43.6% | +54.6% | -98.2% | -52.3% |
| 3Y | +184.2% | +36.6% | +147.6% | +147.0% |
| 5Y | -66.3% | +160.6% | -227.0% | -75.8% |
| All | +568.6% | +76.3% | +492.3% | +394.9% |
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