+41.5%
XOP vs SAN
+13.0%
+28.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.5% | +0.8% |
| 7D | +5.2% | +1.0% | +4.2% | +5.5% |
| 30D | -8.4% | -9.4% | +1.0% | -10.3% |
| 3M | +2.9% | -17.1% | +20.1% | -1.6% |
| 6M | +8.8% | +2.2% | +6.7% | +11.5% |
| YTD | +46.9% | +6.0% | +40.9% | +48.7% |
| 1Y | +41.5% | +12.7% | +28.8% | +43.1% |
| All | +41.5% | +13.0% | +28.5% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling