+43.1%
XOP vs SN
+490.7%
-447.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +2.6% | -9.3% | +11.9% | +3.5% |
| 30D | +15.4% | -4.8% | +20.2% | +15.9% |
| 3M | +12.1% | +40.4% | -28.4% | +7.0% |
| 6M | +19.7% | +50.9% | -31.3% | +12.7% |
| YTD | +52.4% | +54.9% | -2.5% | +42.4% |
| 1Y | +47.6% | +43.0% | +4.5% | +39.4% |
| 3Y | +34.4% | +391.8% | -357.5% | +14.5% |
| All | +43.1% | +490.7% | -447.6% | +21.6% |
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