+116.3%
XOP vs S
-51.7%
+168.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +6.3% | +2.0% | +4.4% | +6.1% |
| 30D | -6.6% | -2.7% | -3.9% | -6.5% |
| 3M | +3.6% | -6.9% | +10.4% | +3.7% |
| 6M | +10.8% | +38.1% | -27.3% | +6.8% |
| YTD | +48.3% | +48.0% | +0.3% | +41.5% |
| 1Y | +42.9% | +34.5% | +8.5% | +37.4% |
| 3Y | +43.3% | +38.3% | +5.0% | +34.6% |
| 5Y | +94.0% | -70.9% | +164.9% | +90.6% |
| All | +116.3% | -51.7% | +168.1% | +116.0% |
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