+7.5%
SMR vs XOP
+82.9%
-75.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.6% |
| 7D | +13.1% | +1.0% | +12.1% | +12.6% |
| 30D | +17.8% | +10.8% | +6.9% | +11.0% |
| 3M | +8.1% | +19.5% | -11.4% | -4.2% |
| 6M | -11.1% | +21.6% | -32.7% | -25.0% |
| YTD | -23.7% | +55.8% | -79.5% | -46.2% |
| 1Y | -69.4% | +54.6% | -124.1% | -78.6% |
| 3Y | +82.6% | +36.6% | +46.0% | +40.4% |
| All | +7.5% | +82.9% | -75.5% | -23.5% |
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 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