+162.0%
SO vs XOP
+52.9%
+109.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | 0.0% | +1.0% | -0.9% | -0.1% |
| 30D | -2.5% | +10.8% | -13.3% | -3.5% |
| 3M | -4.2% | +19.5% | -23.6% | -5.9% |
| 6M | -7.7% | +21.6% | -29.2% | -9.6% |
| YTD | +3.8% | +55.8% | -52.0% | -1.0% |
| 1Y | +0.1% | +54.6% | -54.6% | -4.6% |
| 3Y | +44.2% | +36.6% | +7.6% | +38.2% |
| 5Y | +57.9% | +160.6% | -102.8% | +39.0% |
| 10Y | +162.0% | +56.2% | +105.7% | +95.9% |
| All | +162.0% | +52.9% | +109.1% | +95.9% |
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 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