+54.8%
XOP vs XME
+426.6%
-371.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +2.9% |
| 7D | +1.6% | -3.0% | +4.7% | +3.8% |
| 30D | +9.6% | -2.6% | +12.2% | +10.9% |
| 3M | +16.9% | +2.2% | +14.8% | +12.3% |
| 6M | +24.0% | +0.7% | +23.3% | +16.3% |
| YTD | +56.2% | +10.9% | +45.3% | +32.7% |
| 1Y | +51.8% | +35.7% | +16.1% | +6.4% |
| 3Y | +37.0% | +127.1% | -90.2% | -40.7% |
| 5Y | +163.4% | +168.5% | -5.1% | -5.7% |
| All | +54.8% | +426.6% | -371.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling