+82.6%
SMR vs XOP
+35.8%
+46.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | +13.1% | +1.0% | +12.1% | +12.4% |
| 30D | +17.8% | +10.8% | +6.9% | +9.3% |
| 3M | +8.1% | +19.5% | -11.4% | -7.4% |
| 6M | -11.1% | +21.6% | -32.7% | -29.9% |
| YTD | -23.7% | +55.8% | -79.5% | -54.6% |
| 1Y | -69.4% | +54.6% | -124.1% | -82.2% |
| All | +82.6% | +35.8% | +46.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling