-70.2%
SMR vs XOP
+54.9%
-125.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.5% |
| 7D | +4.7% | +1.6% | +3.1% | +5.1% |
| 30D | +3.2% | +9.6% | -6.4% | +6.2% |
| 3M | +9.9% | +16.9% | -7.0% | +16.8% |
| 6M | -15.1% | +24.0% | -39.2% | -14.9% |
| YTD | -27.9% | +56.2% | -84.1% | -32.1% |
| 1Y | -70.2% | +51.8% | -122.0% | -72.5% |
| All | -70.2% | +54.9% | -125.2% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling