+52.4%
XOP vs SRE
+4.6%
+47.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.6% | -0.8% | +3.5% | +2.8% |
| 30D | +9.6% | -3.0% | +12.6% | +10.2% |
| 3M | +20.4% | -8.3% | +28.7% | +22.7% |
| 6M | +19.9% | -8.9% | +28.8% | +22.3% |
| YTD | +56.4% | -4.3% | +60.7% | +55.7% |
| 1Y | +52.4% | +2.7% | +49.7% | +49.0% |
| All | +52.4% | +4.6% | +47.9% | +49.0% |
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