+55.0%
XOP vs SRE
+122.3%
-67.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.6% | -0.8% | +3.5% | +3.1% |
| 30D | +9.6% | -3.0% | +12.6% | +11.0% |
| 3M | +20.4% | -8.3% | +28.7% | +25.5% |
| 6M | +19.9% | -8.9% | +28.8% | +24.9% |
| YTD | +56.4% | -4.3% | +60.7% | +58.2% |
| 1Y | +52.4% | +2.7% | +49.7% | +48.2% |
| 3Y | +39.9% | +28.7% | +11.2% | +15.5% |
| 5Y | +163.7% | +47.1% | +116.6% | +101.8% |
| All | +55.0% | +122.3% | -67.3% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling