+73.1%
XOP vs SM
+3.5%
+69.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -2.9% | +0.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.2% |
| 30D | -7.3% | -17.3% | +10.0% | +0.8% |
| 3M | +1.4% | -3.6% | +5.0% | +2.1% |
| 6M | +7.8% | +2.9% | +4.9% | +4.2% |
| YTD | +44.5% | +70.2% | -25.7% | +9.3% |
| 1Y | +37.0% | +66.5% | -29.5% | +4.5% |
| 3Y | +40.8% | -8.2% | +49.0% | +35.1% |
| 5Y | +88.7% | -1.5% | +90.1% | +68.9% |
| 10Y | +49.9% | +11.9% | +38.0% | -37.3% |
| All | +73.1% | +3.5% | +69.6% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling