+81.8%
SPY vs XOP
+156.8%
-75.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | -0.9% | +16.5% | -17.5% | -4.4% |
| 3M | +3.9% | +15.7% | -11.8% | +0.2% |
| 6M | +14.5% | +19.2% | -4.7% | +8.8% |
| YTD | +12.9% | +55.0% | -42.0% | -0.1% |
| 1Y | +19.4% | +54.2% | -34.8% | +5.4% |
| 3Y | +78.5% | +35.9% | +42.6% | +59.6% |
| 5Y | +81.8% | +162.4% | -80.7% | +39.7% |
| All | +81.8% | +156.8% | -75.1% | +39.7% |
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