+12.9%
SHW vs XOP
+165.6%
-152.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -1.7% |
| 7D | -3.2% | +1.0% | -4.2% | -3.3% |
| 30D | -11.4% | +10.8% | -22.2% | -11.9% |
| 3M | +3.5% | +19.5% | -16.0% | +2.3% |
| 6M | -3.4% | +21.6% | -24.9% | -5.1% |
| YTD | -0.3% | +55.8% | -56.2% | -5.2% |
| 1Y | -10.4% | +54.6% | -65.1% | -14.8% |
| 3Y | +21.3% | +36.6% | -15.3% | +15.5% |
| 5Y | +12.9% | +160.6% | -147.8% | +3.8% |
| All | +12.9% | +165.6% | -152.8% | +3.8% |
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