+162.4%
XOP vs S
-72.3%
+234.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +3.9% | +1.9% |
| 7D | +0.6% | -5.8% | +6.4% | +1.1% |
| 30D | +16.5% | -9.2% | +25.7% | +17.3% |
| 3M | +15.7% | +23.4% | -7.6% | +13.0% |
| 6M | +19.2% | +36.9% | -17.7% | +14.9% |
| YTD | +55.0% | +29.5% | +25.4% | +49.8% |
| 1Y | +54.2% | +5.4% | +48.8% | +51.7% |
| 3Y | +35.9% | +14.7% | +21.2% | +29.5% |
| 5Y | +162.4% | -71.5% | +233.9% | +166.8% |
| All | +162.4% | -72.3% | +234.7% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling