+49.9%
XOP vs SAN
+275.0%
-225.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.9% |
| 7D | +0.5% | +3.4% | -2.9% | -1.2% |
| 30D | -7.3% | -6.3% | -1.0% | -5.2% |
| 3M | +1.4% | -14.1% | +15.5% | +7.5% |
| 6M | +7.8% | +4.2% | +3.6% | +2.6% |
| YTD | +44.5% | +9.0% | +35.5% | +29.8% |
| 1Y | +37.0% | +18.8% | +18.3% | +17.2% |
| 3Y | +40.8% | +252.0% | -211.2% | -37.4% |
| 5Y | +88.7% | +299.5% | -210.8% | -27.5% |
| 10Y | +49.9% | +276.7% | -226.8% | -43.7% |
| All | +49.9% | +275.0% | -225.2% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling