+311.2%
SPY vs XOP
+58.4%
+252.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | +1.6% | -3.6% | -2.4% |
| 30D | -1.7% | +9.6% | -11.2% | -3.8% |
| 3M | +4.7% | +16.9% | -12.2% | +0.6% |
| 6M | +12.5% | +24.0% | -11.5% | +5.8% |
| YTD | +11.7% | +56.2% | -44.5% | -1.0% |
| 1Y | +17.5% | +51.8% | -34.3% | +4.6% |
| 3Y | +76.6% | +37.0% | +39.6% | +59.0% |
| 5Y | +82.0% | +163.4% | -81.4% | +36.2% |
| All | +311.2% | +58.4% | +252.8% | +199.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling