-3.6%
SMR vs XOP
+78.9%
-82.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +4.4% | +2.6% | +1.8% | +2.9% |
| 30D | +3.4% | +15.4% | -12.0% | -5.2% |
| 3M | -19.2% | +12.1% | -31.2% | -25.4% |
| 6M | -22.6% | +19.7% | -42.3% | -34.3% |
| YTD | -31.5% | +52.4% | -83.9% | -51.2% |
| 1Y | -73.1% | +47.6% | -120.6% | -80.6% |
| 3Y | +55.0% | +34.4% | +20.6% | +20.3% |
| All | -3.6% | +78.9% | -82.5% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling