+70.3%
SE vs XOP
+25.8%
+44.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | -14.7% | +16.7% | +4.3% |
| 30D | -20.0% | -7.7% | -12.3% | -19.4% |
| 3M | -31.8% | +4.4% | -36.2% | -33.0% |
| 6M | -15.9% | +3.5% | -19.4% | -17.7% |
| YTD | -40.6% | +39.4% | -80.0% | -49.1% |
| 1Y | -50.7% | +39.8% | -90.5% | -57.9% |
| 3Y | +70.3% | +29.7% | +40.6% | +37.6% |
| All | +70.3% | +25.8% | +44.5% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling