+68.6%
XOP vs SAN
+188.1%
-119.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -8.4% | +10.8% | -19.1% | -13.4% |
| 30D | -8.4% | -5.7% | -2.6% | -6.5% |
| 3M | +0.2% | -13.4% | +13.6% | +6.1% |
| 6M | +7.2% | +3.5% | +3.7% | +2.1% |
| YTD | +40.8% | +9.7% | +31.1% | +25.6% |
| 1Y | +36.3% | +20.9% | +15.4% | +15.1% |
| 3Y | +37.2% | +254.3% | -217.1% | -37.8% |
| 5Y | +86.6% | +304.2% | -217.6% | -26.1% |
| 10Y | +44.0% | +260.2% | -216.2% | -41.6% |
| All | +68.6% | +188.1% | -119.4% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling