+67.3%
XOP vs SM
-3.3%
+70.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +1.5% |
| 7D | -10.0% | -22.3% | +12.2% | +0.7% |
| 30D | -9.1% | -21.4% | +12.3% | +1.2% |
| 3M | +5.1% | +1.4% | +3.7% | +3.3% |
| 6M | +6.4% | +0.1% | +6.3% | +4.3% |
| YTD | +39.7% | +59.0% | -19.2% | +9.2% |
| 1Y | +37.2% | +64.3% | -27.1% | +5.3% |
| 3Y | +37.6% | -13.1% | +50.8% | +35.5% |
| 5Y | +76.5% | -13.9% | +90.4% | +68.0% |
| 10Y | +42.6% | +1.7% | +41.0% | -37.4% |
| All | +67.3% | -3.3% | +70.7% | -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