+82.5%
XOP vs SRE
+632.5%
-549.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +15.4% | -0.7% | +16.2% | +15.6% |
| 3M | +12.1% | -6.3% | +18.4% | +16.4% |
| 6M | +19.7% | -10.7% | +30.3% | +27.8% |
| YTD | +52.4% | -3.5% | +55.9% | +53.7% |
| 1Y | +47.6% | +5.3% | +42.3% | +39.6% |
| 3Y | +34.4% | +31.8% | +2.6% | +2.8% |
| 5Y | +154.4% | +47.4% | +107.0% | +77.3% |
| 10Y | +54.7% | +120.6% | -65.9% | -26.7% |
| All | +82.5% | +632.5% | -549.9% | -66.3% |
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 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