+163.4%
XOP vs SRE
+46.9%
+116.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.8% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | +9.6% | -1.7% | +11.3% | +10.2% |
| 3M | +16.9% | -7.1% | +24.0% | +20.8% |
| 6M | +24.0% | -8.4% | +32.4% | +28.5% |
| YTD | +56.2% | -3.5% | +59.7% | +57.2% |
| 1Y | +51.8% | +5.4% | +46.4% | +45.6% |
| 3Y | +37.0% | +29.5% | +7.4% | +9.9% |
| 5Y | +163.4% | +48.3% | +115.1% | +95.3% |
| All | +163.4% | +46.9% | +116.5% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling