+55.0%
XOP vs SMTC
+548.2%
-493.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.9% |
| 7D | +2.6% | +13.1% | -10.5% | -0.1% |
| 30D | +9.6% | +19.5% | -9.9% | +4.6% |
| 3M | +20.4% | +2.2% | +18.1% | +16.5% |
| 6M | +19.9% | +94.9% | -75.0% | -3.0% |
| YTD | +56.4% | +127.0% | -70.6% | +20.5% |
| 1Y | +52.4% | +174.6% | -122.1% | +10.2% |
| 3Y | +39.9% | +615.9% | -576.0% | -38.1% |
| 5Y | +163.7% | +125.6% | +38.1% | +73.0% |
| All | +55.0% | +548.2% | -493.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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