+37.8%
XLC vs XOP
+156.8%
-119.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.8% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +0.2% | +16.5% | -16.3% | -2.8% |
| 3M | +0.6% | +15.7% | -15.1% | -2.5% |
| 6M | -4.5% | +19.2% | -23.7% | -8.6% |
| YTD | -4.7% | +55.0% | -59.7% | -14.4% |
| 1Y | -1.7% | +54.2% | -55.8% | -11.8% |
| 3Y | +72.3% | +35.9% | +36.4% | +56.0% |
| 5Y | +37.8% | +162.4% | -124.7% | +7.0% |
| All | +37.8% | +156.8% | -119.1% | +7.0% |
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 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