+51.7%
XOP vs SAN
+270.1%
-218.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.6% |
| 7D | +6.3% | +4.0% | +2.3% | +4.3% |
| 30D | -6.6% | -7.8% | +1.2% | -3.8% |
| 3M | +3.6% | -16.4% | +19.9% | +11.1% |
| 6M | +10.8% | +3.5% | +7.2% | +5.6% |
| YTD | +48.3% | +6.7% | +41.6% | +34.4% |
| 1Y | +42.9% | +14.5% | +28.4% | +24.4% |
| 3Y | +43.3% | +243.5% | -200.2% | -35.6% |
| 5Y | +94.0% | +296.2% | -202.2% | -25.4% |
| All | +51.7% | +270.1% | -218.5% | -42.5% |
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