+8,680.0%
SHOP vs XOP
+11.3%
+8,668.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.1% |
| 7D | -2.5% | +0.5% | -2.9% | -2.6% |
| 30D | -16.7% | -7.3% | -9.4% | -15.2% |
| 3M | -2.2% | +1.4% | -3.6% | -3.3% |
| 6M | +45.6% | +7.8% | +37.8% | +40.2% |
| YTD | -7.3% | +44.5% | -51.8% | -19.3% |
| 1Y | -6.1% | +37.0% | -43.1% | -17.0% |
| 3Y | +143.3% | +40.8% | +102.5% | +113.0% |
| 5Y | +0.2% | +88.7% | -88.5% | -19.6% |
| 10Y | +3,663.5% | +49.9% | +3,613.6% | +2,910.2% |
| All | +8,680.0% | +11.3% | +8,668.7% | +11,707.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling