+160.6%
XOP vs SGI
+56.1%
+104.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.8% |
| 30D | +10.8% | +5.5% | +5.3% | +9.7% |
| 3M | +19.5% | -3.6% | +23.1% | +19.4% |
| 6M | +21.6% | -15.0% | +36.6% | +23.6% |
| YTD | +55.8% | -23.0% | +78.9% | +62.0% |
| 1Y | +54.6% | -18.4% | +73.1% | +57.6% |
| 3Y | +36.6% | +57.8% | -21.1% | +15.4% |
| 5Y | +160.6% | +51.5% | +109.2% | +133.2% |
| All | +160.6% | +56.1% | +104.5% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling