+55.0%
XOP vs SONY
+293.1%
-238.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +2.6% | -2.7% | +5.3% | +3.7% |
| 30D | +9.6% | +1.5% | +8.1% | +8.7% |
| 3M | +20.4% | +13.0% | +7.4% | +13.7% |
| 6M | +19.9% | +11.2% | +8.7% | +13.0% |
| YTD | +56.4% | -6.6% | +63.0% | +58.5% |
| 1Y | +52.4% | -18.1% | +70.6% | +63.2% |
| 3Y | +39.9% | +42.1% | -2.2% | +12.2% |
| 5Y | +163.7% | +11.0% | +152.7% | +132.3% |
| All | +55.0% | +293.1% | -238.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling