+226.8%
SOXX vs XOP
+36.3%
+190.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | +2.6% | -1.2% | +0.5% |
| 30D | -3.6% | +9.6% | -13.2% | -6.6% |
| 3M | -10.2% | +20.4% | -30.5% | -16.2% |
| 6M | +54.2% | +19.9% | +34.3% | +40.8% |
| YTD | +75.2% | +56.4% | +18.8% | +37.6% |
| 1Y | +107.5% | +52.4% | +55.1% | +64.5% |
| 3Y | +226.8% | +39.9% | +186.9% | +153.6% |
| All | +226.8% | +36.3% | +190.5% | +153.6% |
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