-11.2%
SHOP vs XOP
+94.3%
-105.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -1.2% | +6.3% | -7.6% | -3.4% |
| 30D | -14.7% | -6.6% | -8.1% | -13.0% |
| 3M | -7.2% | +3.6% | -10.8% | -9.6% |
| 6M | +54.2% | +10.8% | +43.4% | +44.3% |
| YTD | -8.6% | +48.3% | -56.9% | -27.6% |
| 1Y | +0.5% | +42.9% | -42.4% | -19.0% |
| 3Y | +135.9% | +43.3% | +92.6% | +86.9% |
| All | -11.2% | +94.3% | -105.5% | -39.9% |
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