+86.6%
XOP vs SU
+229.4%
-142.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.7% |
| 7D | +1.0% | +1.6% | -0.6% | -0.3% |
| 30D | +10.8% | +10.7% | +0.1% | +2.3% |
| 3M | +19.5% | +13.5% | +6.0% | +7.9% |
| 6M | +21.6% | +21.8% | -0.2% | +3.9% |
| YTD | +55.8% | +58.8% | -3.0% | +8.2% |
| 1Y | +54.6% | +72.0% | -17.4% | +0.8% |
| 3Y | +36.6% | +121.7% | -85.1% | -27.7% |
| 5Y | +160.6% | +350.4% | -189.8% | -21.4% |
| 10Y | +56.2% | +264.7% | -208.4% | -44.6% |
| All | +86.6% | +229.4% | -142.8% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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