+115.3%
SPOT vs XOP
+158.8%
-43.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | -3.1% | +2.6% | -5.7% | -3.7% |
| 30D | +7.4% | +9.6% | -2.2% | +5.0% |
| 3M | +8.2% | +20.4% | -12.2% | +3.1% |
| 6M | +2.2% | +19.9% | -17.7% | -3.2% |
| YTD | -9.5% | +56.4% | -65.9% | -20.4% |
| 1Y | -23.8% | +52.4% | -76.3% | -32.8% |
| 3Y | +233.5% | +39.9% | +193.6% | +194.2% |
| All | +115.3% | +158.8% | -43.6% | +57.1% |
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