+67.0%
XOP vs SUI
+1,148.3%
-1,081.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | -14.7% | +6.2% | -20.9% | -17.1% |
| 30D | -7.7% | +8.6% | -16.3% | -11.2% |
| 3M | +4.4% | +1.0% | +3.4% | +3.2% |
| 6M | +3.5% | -2.6% | +6.1% | +3.6% |
| YTD | +39.4% | -0.1% | +39.5% | +37.3% |
| 1Y | +39.8% | +0.5% | +39.3% | +37.4% |
| 3Y | +29.7% | +15.3% | +14.4% | +17.0% |
| 5Y | +78.6% | -26.1% | +104.7% | +91.3% |
| 10Y | +51.8% | +117.8% | -66.0% | -7.3% |
| All | +67.0% | +1,148.3% | -1,081.3% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling