-46.2%
SE vs XOP
+42.7%
-88.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.5% |
| 7D | -0.5% | +6.3% | -6.8% | +1.9% |
| 30D | -20.9% | -6.6% | -14.3% | -22.7% |
| 3M | -38.9% | +3.6% | -42.4% | -37.8% |
| 6M | -19.4% | +10.8% | -30.2% | -15.5% |
| YTD | -40.9% | +48.3% | -89.2% | -37.3% |
| 1Y | -46.2% | +42.9% | -89.1% | -41.9% |
| All | -46.2% | +42.7% | -88.9% | -41.9% |
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 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