+656.7%
SYK vs XOP
+87.5%
+569.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -12.3% | +1.6% | -14.0% | -12.7% |
| 30D | -22.4% | +9.6% | -32.0% | -24.3% |
| 3M | -12.3% | +16.9% | -29.3% | -16.0% |
| 6M | -24.3% | +24.0% | -48.3% | -29.0% |
| YTD | -22.8% | +56.2% | -79.0% | -32.0% |
| 1Y | -28.8% | +51.8% | -80.6% | -37.0% |
| 3Y | -4.0% | +37.0% | -40.9% | -14.4% |
| 5Y | +3.8% | +163.4% | -159.5% | -25.0% |
| 10Y | +172.8% | +56.6% | +116.2% | +96.9% |
| All | +656.7% | +87.5% | +569.2% | +347.1% |
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