+3,175.0%
SOXX vs XOP
+87.5%
+3,087.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -2.8% |
| 7D | +3.0% | +1.6% | +1.4% | +2.4% |
| 30D | -3.1% | +9.6% | -12.7% | -6.5% |
| 3M | -4.4% | +16.9% | -21.3% | -10.6% |
| 6M | +52.9% | +24.0% | +28.9% | +38.2% |
| YTD | +72.0% | +56.2% | +15.8% | +41.6% |
| 1Y | +105.1% | +51.8% | +53.3% | +70.3% |
| 3Y | +220.6% | +37.0% | +183.6% | +174.4% |
| 5Y | +244.8% | +163.4% | +81.4% | +121.8% |
| 10Y | +1,537.1% | +56.6% | +1,480.5% | +1,001.6% |
| All | +3,175.0% | +87.5% | +3,087.5% | +1,542.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling