+82.5%
XOP vs SMTC
+958.6%
-876.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.1% | -3.6% |
| 7D | +2.6% | +12.7% | -10.2% | -1.2% |
| 30D | +15.4% | +22.0% | -6.5% | +7.0% |
| 3M | +12.1% | -12.7% | +24.7% | +11.7% |
| 6M | +19.7% | +64.8% | -45.1% | -6.2% |
| YTD | +52.4% | +100.7% | -48.3% | +10.6% |
| 1Y | +47.6% | +146.9% | -99.3% | -2.1% |
| 3Y | +34.4% | +456.8% | -422.5% | -49.0% |
| 5Y | +154.4% | +89.2% | +65.2% | +42.6% |
| 10Y | +54.7% | +426.9% | -372.2% | -52.3% |
| All | +82.5% | +958.6% | -876.1% | -65.9% |
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