+196.3%
SE vs XOP
+36.7%
+159.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | -0.1% | +16.5% | -16.6% | -3.4% |
| 3M | +34.1% | +15.7% | +18.4% | +29.4% |
| 6M | +23.2% | +19.2% | +4.0% | +15.8% |
| YTD | -11.2% | +55.0% | -66.1% | -25.1% |
| 1Y | -40.5% | +54.2% | -94.7% | -50.0% |
| 3Y | +196.3% | +35.9% | +160.4% | +165.9% |
| All | +196.3% | +36.7% | +159.6% | +165.9% |
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 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