+153.3%
XOP vs BNS
+94.7%
+58.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.2% |
| 7D | +2.6% | -0.4% | +3.0% | +2.8% |
| 30D | +9.6% | +3.5% | +6.1% | +7.4% |
| 3M | +20.4% | +14.1% | +6.3% | +11.3% |
| 6M | +19.9% | +33.8% | -13.9% | -0.1% |
| YTD | +56.4% | +29.5% | +26.9% | +32.6% |
| 1Y | +52.4% | +48.4% | +4.0% | +17.5% |
| 3Y | +39.9% | +129.6% | -89.7% | -23.4% |
| All | +153.3% | +94.7% | +58.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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