+101.7%
SMR vs XOP
+43.8%
+57.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.9% |
| 7D | -8.3% | +6.3% | -14.6% | -11.8% |
| 30D | -20.1% | -6.6% | -13.5% | -17.1% |
| 3M | -52.7% | +3.6% | -56.2% | -54.3% |
| 6M | -61.0% | +10.8% | -71.8% | -65.0% |
| YTD | -67.1% | +48.3% | -115.4% | -79.3% |
| 1Y | -79.9% | +42.9% | -122.8% | -86.8% |
| 3Y | +101.7% | +43.3% | +58.4% | +32.7% |
| All | +101.7% | +43.8% | +57.9% | +32.7% |
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