+30.9%
XOP vs SN
+659.6%
-628.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.4% |
| 7D | -14.7% | +7.2% | -21.9% | -15.3% |
| 30D | -7.7% | +20.4% | -28.1% | -9.4% |
| 3M | +4.4% | +23.9% | -19.5% | +2.0% |
| 6M | +3.5% | +93.0% | -89.5% | -4.6% |
| YTD | +39.4% | +99.2% | -59.8% | +26.9% |
| 1Y | +39.8% | +142.6% | -102.8% | +22.6% |
| 3Y | +29.7% | +398.8% | -369.1% | +6.8% |
| All | +30.9% | +659.6% | -628.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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