+56.2%
XOP vs SM
+16.0%
+40.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +10.8% | +20.3% | -9.4% | +2.5% |
| 3M | +19.5% | +22.9% | -3.5% | +8.8% |
| 6M | +21.6% | +47.8% | -26.2% | +2.0% |
| YTD | +55.8% | +107.5% | -51.6% | +13.1% |
| 1Y | +54.6% | +51.7% | +2.9% | +26.8% |
| 3Y | +36.6% | -0.9% | +37.5% | +29.0% |
| 5Y | +160.6% | +112.2% | +48.4% | +78.9% |
| 10Y | +56.2% | +20.3% | +35.9% | -17.9% |
| All | +56.2% | +16.0% | +40.3% | -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