+75.8%
XOP vs SUI
-26.3%
+102.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -14.7% | +6.2% | -20.9% | -16.1% |
| 30D | -7.7% | +8.6% | -16.3% | -9.7% |
| 3M | +4.4% | +1.0% | +3.4% | +3.9% |
| 6M | +3.5% | -2.6% | +6.1% | +3.8% |
| YTD | +39.4% | -0.1% | +39.5% | +38.3% |
| 1Y | +39.8% | +0.5% | +39.3% | +38.4% |
| 3Y | +29.7% | +15.3% | +14.4% | +20.5% |
| All | +75.8% | -26.3% | +102.1% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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