+45.3%
XOP vs SNY
+2.7%
+42.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.7% | -11.1% | -5.6% |
| 7D | -10.5% | +12.4% | -22.9% | -9.2% |
| 30D | -4.3% | +20.1% | -24.5% | -2.3% |
| 3M | +4.7% | +11.2% | -6.5% | +6.3% |
| 6M | -0.1% | +9.5% | -9.6% | +1.1% |
| YTD | +43.8% | +3.4% | +40.4% | +47.1% |
| 1Y | +45.3% | +2.0% | +43.2% | +49.2% |
| All | +45.3% | +2.7% | +42.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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