+77.6%
XOP vs SRE
+599.1%
-521.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.4% |
| 7D | +6.3% | +1.8% | +4.6% | +5.1% |
| 30D | -6.6% | -3.0% | -3.6% | -4.7% |
| 3M | +3.6% | -7.3% | +10.8% | +8.3% |
| 6M | +10.8% | -11.9% | +22.6% | +19.5% |
| YTD | +48.3% | -7.9% | +56.1% | +54.0% |
| 1Y | +42.9% | -11.1% | +54.1% | +52.1% |
| 3Y | +43.3% | +24.8% | +18.5% | +13.8% |
| 5Y | +94.0% | +52.4% | +41.6% | +31.6% |
| 10Y | +53.7% | +127.9% | -74.1% | -29.3% |
| All | +77.6% | +599.1% | -521.5% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling