+175.5%
XOP vs SITM
+4,507.3%
-4,331.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.0% |
| 7D | +0.6% | +8.4% | -7.7% | -0.6% |
| 30D | +16.5% | -17.4% | +34.0% | +19.3% |
| 3M | +15.7% | -9.8% | +25.6% | +15.2% |
| 6M | +19.2% | +83.0% | -63.8% | +3.7% |
| YTD | +55.0% | +69.6% | -14.6% | +35.1% |
| 1Y | +54.2% | +144.9% | -90.7% | +24.3% |
| 3Y | +35.9% | +429.9% | -394.0% | -11.5% |
| 5Y | +162.4% | +169.2% | -6.8% | +74.4% |
| All | +175.5% | +4,507.3% | -4,331.8% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling