+87.1%
XOP vs SYY
+391.0%
-304.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +1.6% | +1.5% | +0.1% | +0.8% |
| 30D | +9.6% | -2.3% | +11.9% | +11.0% |
| 3M | +16.9% | +5.5% | +11.4% | +12.9% |
| 6M | +24.0% | -1.0% | +25.0% | +22.0% |
| YTD | +56.2% | +14.1% | +42.1% | +40.4% |
| 1Y | +51.8% | +5.6% | +46.2% | +42.4% |
| 3Y | +37.0% | +27.9% | +9.1% | +11.6% |
| 5Y | +163.4% | +22.7% | +140.7% | +115.1% |
| 10Y | +56.6% | +113.9% | -57.3% | -15.4% |
| All | +87.1% | +391.0% | -304.0% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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