+162.4%
XOP vs SM
+111.2%
+51.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | -0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +16.5% | +31.5% | -15.0% | -0.1% |
| 3M | +15.7% | +17.3% | -1.6% | +4.7% |
| 6M | +19.2% | +48.5% | -29.3% | -6.5% |
| YTD | +55.0% | +106.3% | -51.3% | +0.3% |
| 1Y | +54.2% | +47.3% | +6.9% | +19.2% |
| 3Y | +35.9% | -1.4% | +37.3% | +23.7% |
| 5Y | +162.4% | +114.0% | +48.4% | +42.5% |
| All | +162.4% | +111.2% | +51.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling