+56.2%
XOP vs SFM
+280.6%
-224.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.1% |
| 7D | +1.0% | -7.2% | +8.1% | +2.0% |
| 30D | +10.8% | -14.3% | +25.2% | +13.2% |
| 3M | +19.5% | -13.7% | +33.2% | +21.5% |
| 6M | +21.6% | -6.0% | +27.6% | +21.4% |
| YTD | +55.8% | -8.2% | +64.1% | +55.9% |
| 1Y | +54.6% | -46.2% | +100.9% | +67.4% |
| 3Y | +36.6% | +83.6% | -46.9% | +17.6% |
| 5Y | +160.6% | +212.7% | -52.1% | +96.4% |
| 10Y | +56.2% | +273.0% | -216.8% | +5.4% |
| All | +56.2% | +280.6% | -224.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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