+47.9%
SO vs XOP
+25.8%
+22.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.5% | -14.7% | +13.3% | -1.1% |
| 30D | +8.1% | -7.7% | +15.8% | +8.3% |
| 3M | +0.2% | +4.4% | -4.2% | 0.0% |
| 6M | +0.4% | +3.5% | -3.1% | +0.2% |
| YTD | +8.5% | +39.4% | -30.9% | +7.4% |
| 1Y | +4.9% | +39.8% | -34.8% | +3.9% |
| 3Y | +47.9% | +29.7% | +18.3% | +45.0% |
| All | +47.9% | +25.8% | +22.1% | +45.0% |
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