-43.6%
SE vs XOP
+54.2%
-97.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -3.9% |
| 7D | -3.6% | +1.0% | -4.6% | -3.4% |
| 30D | -5.3% | +10.8% | -16.2% | -2.6% |
| 3M | +28.1% | +19.5% | +8.6% | +34.9% |
| 6M | +20.7% | +21.6% | -0.9% | +24.7% |
| YTD | -14.8% | +55.8% | -70.6% | -11.5% |
| 1Y | -43.6% | +54.6% | -98.2% | -40.8% |
| All | -43.6% | +54.2% | -97.7% | -40.8% |
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