+793.7%
SPY vs XOP
+82.9%
+710.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.7% |
| 30D | +0.1% | +15.4% | -15.4% | -4.5% |
| 3M | +2.0% | +12.1% | -10.1% | -2.1% |
| 6M | +13.0% | +19.7% | -6.7% | +5.4% |
| YTD | +13.5% | +52.4% | -38.9% | -2.2% |
| 1Y | +20.0% | +47.6% | -27.6% | +4.0% |
| 3Y | +77.2% | +34.4% | +42.8% | +55.6% |
| 5Y | +81.9% | +154.4% | -72.5% | +24.4% |
| 10Y | +314.1% | +54.7% | +259.4% | +189.1% |
| All | +793.7% | +82.9% | +710.7% | +366.0% |
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