-15.7%
SHOP vs XOP
+165.6%
-181.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.7% |
| 7D | -10.6% | +1.0% | -11.6% | -11.0% |
| 30D | -18.3% | +10.8% | -29.1% | -21.7% |
| 3M | +14.8% | +19.5% | -4.6% | +5.5% |
| 6M | -5.0% | +21.6% | -26.6% | -14.8% |
| YTD | -21.2% | +55.8% | -77.1% | -37.8% |
| 1Y | -11.6% | +54.6% | -66.3% | -30.4% |
| 3Y | +101.2% | +36.6% | +64.6% | +65.3% |
| 5Y | -15.7% | +160.6% | -176.4% | -46.2% |
| All | -15.7% | +165.6% | -181.3% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling