+35.9%
XOP vs SAN
+356.8%
-320.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.7% |
| 7D | +0.6% | +3.3% | -2.7% | +0.3% |
| 30D | +16.5% | +1.1% | +15.4% | +16.4% |
| 3M | +15.7% | +22.2% | -6.5% | +13.1% |
| 6M | +19.2% | +36.0% | -16.8% | +13.6% |
| YTD | +55.0% | +28.2% | +26.7% | +48.1% |
| 1Y | +54.2% | +54.1% | 0.0% | +39.5% |
| 3Y | +35.9% | +354.2% | -318.4% | -6.1% |
| All | +35.9% | +356.8% | -320.9% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling