+127.4%
XOP vs S
-57.7%
+185.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | +10.8% | -12.6% | +23.4% | +11.9% |
| 3M | +19.5% | +27.6% | -8.1% | +16.4% |
| 6M | +21.6% | +35.5% | -13.9% | +17.5% |
| YTD | +55.8% | +29.6% | +26.2% | +50.9% |
| 1Y | +54.6% | +8.1% | +46.5% | +51.9% |
| 3Y | +36.6% | +14.8% | +21.9% | +30.7% |
| 5Y | +160.6% | -70.6% | +231.2% | +161.6% |
| All | +127.4% | -57.7% | +185.1% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling