+45.3%
SO vs XOP
+36.7%
+8.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | +1.0% | +0.6% | +0.4% | +1.0% |
| 30D | -3.2% | +16.5% | -19.7% | -3.7% |
| 3M | -1.7% | +15.7% | -17.4% | -2.3% |
| 6M | -7.2% | +19.2% | -26.4% | -7.9% |
| YTD | +4.6% | +55.0% | -50.4% | +2.7% |
| 1Y | +1.2% | +54.2% | -53.0% | -0.6% |
| 3Y | +45.3% | +35.9% | +9.4% | +42.6% |
| All | +45.3% | +36.7% | +8.6% | +42.6% |
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