+5.0%
SYK vs XOP
+158.5%
-153.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | +1.6% | -14.0% | -12.6% |
| 30D | -22.4% | +9.6% | -32.0% | -23.5% |
| 3M | -12.3% | +16.9% | -29.3% | -14.6% |
| 6M | -24.3% | +24.0% | -48.3% | -27.3% |
| YTD | -22.8% | +56.2% | -79.0% | -29.0% |
| 1Y | -28.8% | +51.8% | -80.6% | -34.3% |
| 3Y | -4.0% | +37.0% | -40.9% | -11.3% |
| All | +5.0% | +158.5% | -153.5% | -14.4% |
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