+76.5%
XOP vs SAN
+294.6%
-218.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -1.0% |
| 7D | -10.0% | +8.7% | -18.8% | -11.6% |
| 30D | -9.1% | -6.5% | -2.6% | -8.0% |
| 3M | +5.1% | -14.2% | +19.3% | +8.1% |
| 6M | +6.4% | +2.7% | +3.7% | +4.4% |
| YTD | +39.7% | +8.9% | +30.9% | +32.6% |
| 1Y | +37.2% | +23.4% | +13.9% | +24.7% |
| 3Y | +37.6% | +257.9% | -220.3% | -14.3% |
| 5Y | +76.5% | +297.8% | -221.3% | +6.0% |
| All | +76.5% | +294.6% | -218.1% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling