+77.0%
SO vs XOP
+76.5%
+0.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.5% | -14.7% | +13.3% | -0.4% |
| 30D | +8.1% | -7.7% | +15.8% | +8.6% |
| 3M | +0.2% | +4.4% | -4.2% | -0.2% |
| 6M | +0.4% | +3.5% | -3.1% | -0.1% |
| YTD | +8.5% | +39.4% | -30.9% | +5.4% |
| 1Y | +4.9% | +39.8% | -34.8% | +1.9% |
| 3Y | +47.9% | +29.7% | +18.3% | +43.5% |
| All | +77.0% | +76.5% | +0.5% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling