+8,434.7%
SHOP vs XOP
+17.4%
+8,417.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -5.1% | +2.6% | -7.7% | -5.8% |
| 30D | +0.6% | +15.4% | -14.9% | -3.6% |
| 3M | +25.0% | +12.1% | +13.0% | +20.0% |
| 6M | +11.9% | +19.7% | -7.8% | +4.4% |
| YTD | -9.9% | +52.4% | -62.3% | -22.2% |
| 1Y | 0.0% | +47.6% | -47.6% | -13.2% |
| 3Y | +117.5% | +34.4% | +83.1% | +93.9% |
| 5Y | -6.6% | +154.4% | -161.0% | -30.1% |
| 10Y | +3,320.3% | +54.7% | +3,265.6% | +2,627.6% |
| All | +8,434.7% | +17.4% | +8,417.3% | +11,278.6% |
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