+780.7%
SPY vs XOP
+76.4%
+704.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | +3.3% | +5.2% | -1.9% | +1.7% |
| 30D | -2.7% | -8.4% | +5.7% | -0.3% |
| 3M | -1.7% | +2.9% | -4.7% | -3.1% |
| 6M | +3.1% | +8.8% | -5.8% | -0.7% |
| YTD | +11.9% | +46.9% | -35.0% | -2.9% |
| 1Y | +12.0% | +41.5% | -29.5% | -1.8% |
| 3Y | +78.2% | +43.1% | +35.1% | +53.0% |
| 5Y | +73.2% | +92.2% | -19.0% | +30.0% |
| 10Y | +309.6% | +52.3% | +257.3% | +186.7% |
| All | +780.7% | +76.4% | +704.3% | +362.6% |
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 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