+35.9%
XOP vs SGI
+59.4%
-23.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +0.6% | +9.3% | -8.7% | -0.2% |
| 30D | +16.5% | +6.9% | +9.7% | +15.8% |
| 3M | +15.7% | +2.8% | +12.9% | +14.7% |
| 6M | +19.2% | -12.6% | +31.8% | +20.8% |
| YTD | +55.0% | -21.5% | +76.5% | +60.8% |
| 1Y | +54.2% | -18.8% | +72.9% | +57.9% |
| 3Y | +35.9% | +60.8% | -25.0% | +17.5% |
| All | +35.9% | +59.4% | -23.5% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling