+160.6%
XOP vs SMTC
+116.8%
+43.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.0% | +22.5% | -21.5% | -1.3% |
| 30D | +10.8% | +24.9% | -14.0% | +7.8% |
| 3M | +19.5% | +4.1% | +15.4% | +17.4% |
| 6M | +21.6% | +92.6% | -71.0% | +9.4% |
| YTD | +55.8% | +122.5% | -66.6% | +36.7% |
| 1Y | +54.6% | +166.2% | -111.6% | +31.1% |
| 3Y | +36.6% | +577.2% | -540.5% | -10.2% |
| 5Y | +160.6% | +119.0% | +41.7% | +129.8% |
| All | +160.6% | +116.8% | +43.9% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling