+49.9%
XOP vs SFM
+140.8%
-90.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.8% | +2.2% |
| 7D | +0.5% | -7.1% | +7.5% | +1.5% |
| 30D | -7.3% | -21.4% | +14.1% | -4.8% |
| 3M | +1.4% | -40.1% | +41.5% | +8.1% |
| 6M | +7.8% | -38.0% | +45.8% | +13.7% |
| YTD | +44.5% | -36.5% | +81.1% | +51.1% |
| 1Y | +37.0% | -35.2% | +72.2% | +42.7% |
| 3Y | +40.8% | +23.5% | +17.3% | +27.0% |
| 5Y | +88.7% | +109.7% | -21.1% | +48.6% |
| 10Y | +49.9% | +132.6% | -82.7% | +9.2% |
| All | +49.9% | +140.8% | -90.9% | +9.2% |
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