+75.9%
XOP vs SMTC
+755.0%
-679.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +3.0% |
| 7D | +5.2% | +30.5% | -25.3% | -3.2% |
| 30D | -8.4% | -30.9% | +22.5% | -0.4% |
| 3M | +2.9% | -14.7% | +17.6% | +2.4% |
| 6M | +8.8% | -9.6% | +18.4% | +1.8% |
| YTD | +46.9% | +62.1% | -15.2% | +9.2% |
| 1Y | +41.5% | +66.6% | -25.1% | +3.3% |
| 3Y | +43.1% | +718.1% | -675.0% | -55.4% |
| 5Y | +92.2% | +32.8% | +59.4% | +18.2% |
| 10Y | +52.3% | +354.1% | -301.8% | -53.3% |
| All | +75.9% | +755.0% | -679.0% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling