+105.5%
XOP vs S
-49.1%
+154.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -8.4% | +1.4% | -9.7% | -8.5% |
| 30D | -8.4% | -10.8% | +2.5% | -7.6% |
| 3M | +0.2% | +5.4% | -5.2% | -0.8% |
| 6M | +7.2% | +41.2% | -34.0% | +3.2% |
| YTD | +40.8% | +56.2% | -15.4% | +33.8% |
| 1Y | +36.3% | +36.3% | 0.0% | +31.0% |
| 3Y | +37.2% | +49.4% | -12.2% | +28.0% |
| 5Y | +86.6% | -66.9% | +153.5% | +82.5% |
| All | +105.5% | -49.1% | +154.5% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling