-5.3%
SYK vs XOP
+45.9%
-51.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -6.4% | +15.8% | +7.8% |
| 7D | +11.7% | -10.5% | +22.2% | +9.2% |
| 30D | +19.1% | -4.3% | +23.4% | +17.6% |
| 3M | +1.4% | +4.7% | -3.3% | +1.3% |
| 6M | +17.4% | -0.1% | +17.5% | +16.5% |
| YTD | -2.5% | +43.8% | -46.4% | -1.6% |
| 1Y | -5.3% | +45.3% | -50.6% | -3.7% |
| All | -5.3% | +45.9% | -51.2% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling