+85.6%
XOP vs BNS
+481.3%
-395.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.6% |
| 7D | +0.6% | +1.8% | -1.2% | -1.0% |
| 30D | +16.5% | +4.5% | +12.0% | +11.2% |
| 3M | +15.7% | +15.8% | -0.1% | 0.0% |
| 6M | +19.2% | +31.5% | -12.3% | -9.5% |
| YTD | +55.0% | +28.6% | +26.3% | +19.5% |
| 1Y | +54.2% | +48.2% | +6.0% | +4.1% |
| 3Y | +35.9% | +130.8% | -94.9% | -41.0% |
| 5Y | +162.4% | +94.9% | +67.5% | +32.6% |
| 10Y | +50.2% | +179.6% | -129.4% | -41.6% |
| All | +85.6% | +481.3% | -395.7% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling