+194.9%
SO vs XOP
+44.9%
+149.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.1% | -8.4% | +8.2% | +0.7% |
| 30D | +8.7% | -8.4% | +17.0% | +9.5% |
| 3M | +3.4% | +0.2% | +3.2% | +3.2% |
| 6M | +3.7% | +7.2% | -3.5% | +2.7% |
| YTD | +10.0% | +40.8% | -30.8% | +5.9% |
| 1Y | +6.6% | +36.3% | -29.7% | +2.8% |
| 3Y | +52.5% | +37.2% | +15.3% | +45.7% |
| 5Y | +76.1% | +86.6% | -10.6% | +60.6% |
| 10Y | +194.9% | +44.0% | +150.8% | +122.7% |
| All | +194.9% | +44.9% | +149.9% | +122.7% |
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