+135.5%
SHOP vs XOP
+42.5%
+92.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +2.1% | +5.2% | -3.1% | +0.7% |
| 30D | -16.8% | -8.4% | -8.5% | -15.0% |
| 3M | -2.4% | +2.9% | -5.4% | -4.6% |
| 6M | +47.0% | +8.8% | +38.2% | +39.2% |
| YTD | -8.8% | +46.9% | -55.7% | -29.9% |
| 1Y | -6.3% | +41.5% | -47.8% | -26.4% |
| All | +135.5% | +42.5% | +92.9% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling