+37.6%
XOP vs SM
-14.2%
+51.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +1.6% |
| 7D | -10.0% | -22.3% | +12.2% | +1.5% |
| 30D | -9.1% | -21.4% | +12.3% | +2.0% |
| 3M | +5.1% | +1.4% | +3.7% | +3.1% |
| 6M | +6.4% | +0.1% | +6.3% | +3.9% |
| YTD | +39.7% | +59.0% | -19.2% | +6.4% |
| 1Y | +37.2% | +64.3% | -27.1% | +2.5% |
| 3Y | +37.6% | -13.1% | +50.8% | +29.7% |
| All | +37.6% | -14.2% | +51.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling