+254.8%
SPOT vs XOP
+69.3%
+185.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +8.3% | +16.5% | -8.2% | +4.8% |
| 3M | +5.1% | +15.7% | -10.6% | +1.7% |
| 6M | -6.5% | +19.2% | -25.7% | -10.6% |
| YTD | -9.0% | +55.0% | -63.9% | -17.9% |
| 1Y | -26.4% | +54.2% | -80.6% | -33.8% |
| 3Y | +240.0% | +35.9% | +204.2% | +209.7% |
| 5Y | +111.7% | +162.4% | -50.7% | +66.2% |
| All | +254.8% | +69.3% | +185.5% | +237.9% |
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