-79.9%
SMR vs XOP
+42.7%
-122.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.1% |
| 7D | -8.3% | +6.3% | -14.6% | -7.2% |
| 30D | -20.1% | -6.6% | -13.5% | -21.4% |
| 3M | -52.7% | +3.6% | -56.2% | -52.0% |
| 6M | -61.0% | +10.8% | -71.8% | -59.3% |
| YTD | -67.1% | +48.3% | -115.4% | -75.5% |
| 1Y | -79.9% | +42.9% | -122.8% | -84.1% |
| All | -79.9% | +42.7% | -122.6% | -84.1% |
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