+56.2%
XOP vs SAN
+329.5%
-273.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +1.0% | -0.5% | +1.4% | +1.2% |
| 30D | +10.8% | -0.1% | +10.9% | +10.7% |
| 3M | +19.5% | +19.6% | -0.2% | +8.2% |
| 6M | +21.6% | +32.7% | -11.1% | +2.1% |
| YTD | +55.8% | +26.7% | +29.1% | +32.0% |
| 1Y | +54.6% | +51.6% | +3.0% | +18.2% |
| 3Y | +36.6% | +348.7% | -312.1% | -46.0% |
| 5Y | +160.6% | +378.7% | -218.1% | -7.4% |
| 10Y | +56.2% | +336.9% | -280.7% | -46.2% |
| All | +56.2% | +329.5% | -273.3% | -46.2% |
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