+163.4%
XOP vs SITM
+176.0%
-12.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | +1.6% | +4.8% | -3.2% | +1.0% |
| 30D | +9.6% | -9.7% | +19.3% | +10.7% |
| 3M | +16.9% | -9.3% | +26.3% | +16.5% |
| 6M | +24.0% | +69.5% | -45.5% | +10.8% |
| YTD | +56.2% | +70.5% | -14.3% | +37.9% |
| 1Y | +51.8% | +145.3% | -93.5% | +24.6% |
| 3Y | +37.0% | +432.8% | -395.8% | -8.0% |
| 5Y | +163.4% | +174.0% | -10.6% | +81.3% |
| All | +163.4% | +176.0% | -12.6% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 5y: compounded portfolio wealth divided by compounded SITM 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…
5y analysis · Full analysis span regression · 6 months rolling