+47.6%
XOP vs SGI
-17.2%
+64.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.7% |
| 7D | +2.6% | +8.5% | -6.0% | +4.2% |
| 30D | +15.4% | +0.7% | +14.8% | +15.7% |
| 3M | +12.1% | +0.6% | +11.5% | +12.6% |
| 6M | +19.7% | -17.9% | +37.6% | +21.9% |
| YTD | +52.4% | -21.2% | +73.6% | +56.6% |
| 1Y | +47.6% | -18.9% | +66.4% | +49.1% |
| All | +47.6% | -17.2% | +64.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling