+42.9%
XOP vs SGI
-33.4%
+76.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | +6.3% | -5.3% | +11.7% | +5.0% |
| 30D | -6.6% | -2.1% | -4.5% | -6.6% |
| 3M | +3.6% | -8.2% | +11.7% | +2.1% |
| 6M | +10.8% | -4.6% | +15.3% | +10.4% |
| YTD | +48.3% | -31.5% | +79.7% | +49.8% |
| 1Y | +42.9% | -30.8% | +73.8% | +44.9% |
| All | +42.9% | -33.4% | +76.3% | +44.9% |
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