+57.3%
XOP vs SOLS
+22.7%
+34.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +0.6% | +4.5% | -3.9% | +0.8% |
| 30D | +16.5% | +6.0% | +10.5% | +16.8% |
| 3M | +15.7% | -19.7% | +35.4% | +15.0% |
| 6M | +19.2% | -10.4% | +29.6% | +19.0% |
| YTD | +55.0% | +33.3% | +21.7% | +55.7% |
| All | +57.3% | +22.7% | +34.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 all: compounded portfolio wealth divided by compounded SOLS 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…
all analysis · Full analysis span regression · 6 months rolling