+35.9%
XOP vs SFM
+96.9%
-61.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.2% |
| 7D | +0.6% | -5.8% | +6.4% | +1.1% |
| 30D | +16.5% | -11.4% | +27.9% | +17.7% |
| 3M | +15.7% | -12.2% | +27.9% | +16.8% |
| 6M | +19.2% | -5.2% | +24.4% | +19.0% |
| YTD | +55.0% | -4.5% | +59.4% | +54.4% |
| 1Y | +54.2% | -45.4% | +99.6% | +64.5% |
| 3Y | +35.9% | +91.1% | -55.2% | +25.4% |
| All | +35.9% | +96.9% | -61.0% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling