-11.6%
SHOP vs XOP
+54.2%
-65.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.3% |
| 7D | -10.6% | +1.0% | -11.6% | -10.3% |
| 30D | -18.3% | +10.8% | -29.1% | -15.4% |
| 3M | +14.8% | +19.5% | -4.6% | +21.3% |
| 6M | -5.0% | +21.6% | -26.6% | -0.3% |
| YTD | -21.2% | +55.8% | -77.1% | -16.8% |
| 1Y | -11.6% | +54.6% | -66.3% | -4.1% |
| All | -11.6% | +54.2% | -65.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 1y: compounded portfolio wealth divided by compounded XOP 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…
1y analysis · Full analysis span regression · 6 months rolling