+47.6%
XOP vs SRE
+4.7%
+42.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +15.4% | -0.7% | +16.2% | +15.4% |
| 3M | +12.1% | -6.3% | +18.4% | +13.8% |
| 6M | +19.7% | -10.7% | +30.3% | +23.0% |
| YTD | +52.4% | -3.5% | +55.9% | +51.5% |
| 1Y | +47.6% | +5.3% | +42.3% | +43.1% |
| All | +47.6% | +4.7% | +42.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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