+280.4%
SHW vs XOP
+58.6%
+221.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -3.1% | +2.6% | -5.7% | -3.4% |
| 30D | -10.0% | +9.6% | -19.6% | -11.1% |
| 3M | +2.3% | +20.4% | -18.1% | -0.4% |
| 6M | +0.7% | +19.9% | -19.2% | -2.5% |
| YTD | +0.5% | +56.4% | -55.9% | -6.6% |
| 1Y | -11.5% | +52.4% | -63.9% | -17.5% |
| 3Y | +21.3% | +39.9% | -18.6% | +13.2% |
| 5Y | +12.5% | +163.7% | -151.2% | -7.0% |
| All | +280.4% | +58.6% | +221.8% | +194.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling