+49.9%
XOP vs SM
+10.6%
+39.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -2.9% | +0.3% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -7.3% | -17.3% | +10.0% | -0.1% |
| 3M | +1.4% | -3.6% | +5.0% | +2.1% |
| 6M | +7.8% | +2.9% | +4.9% | +4.8% |
| YTD | +44.5% | +70.2% | -25.7% | +13.1% |
| 1Y | +37.0% | +66.5% | -29.5% | +8.1% |
| 3Y | +40.8% | -8.2% | +49.0% | +36.7% |
| 5Y | +88.7% | -1.5% | +90.1% | +74.1% |
| 10Y | +49.9% | +11.9% | +38.0% | -17.9% |
| All | +49.9% | +10.6% | +39.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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