+307.8%
SPY vs XOP
+53.9%
+254.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +6.3% | -3.8% | +1.1% |
| 30D | -2.0% | -6.6% | +4.6% | -0.6% |
| 3M | -2.8% | +3.6% | -6.3% | -3.9% |
| 6M | +2.1% | +10.8% | -8.6% | -1.1% |
| YTD | +11.5% | +48.3% | -36.8% | -0.4% |
| 1Y | +13.5% | +42.9% | -29.5% | +2.3% |
| 3Y | +77.7% | +43.3% | +34.4% | +57.9% |
| 5Y | +72.6% | +94.0% | -21.4% | +39.0% |
| All | +307.8% | +53.9% | +254.0% | +201.6% |
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 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