-6.6%
XOP vs SFM
+132.6%
-139.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.3% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | +15.4% | -4.4% | +19.8% | +16.1% |
| 3M | +12.1% | +1.5% | +10.5% | +11.1% |
| 6M | +19.7% | +6.5% | +13.2% | +17.0% |
| YTD | +52.4% | +2.2% | +50.2% | +49.7% |
| 1Y | +47.6% | -41.9% | +89.4% | +59.7% |
| 3Y | +34.4% | +106.8% | -72.4% | +10.3% |
| 5Y | +154.4% | +231.6% | -77.2% | +81.6% |
| 10Y | +54.7% | +258.4% | -203.8% | +0.5% |
| All | -6.6% | +132.6% | -139.2% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling