-6.1%
SHOP vs XOP
+39.3%
-45.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +3.0% |
| 7D | -2.5% | +0.5% | -2.9% | -2.3% |
| 30D | -16.7% | -7.3% | -9.4% | -19.3% |
| 3M | -2.2% | +1.4% | -3.6% | -0.9% |
| 6M | +45.6% | +7.8% | +37.8% | +51.4% |
| YTD | -7.3% | +44.5% | -51.8% | +3.4% |
| 1Y | -6.1% | +37.0% | -43.1% | +7.0% |
| All | -6.1% | +39.3% | -45.4% | +7.0% |
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