+39.0%
XOP vs SNAP
-79.0%
+118.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | -10.0% | -7.3% | -2.7% | -9.5% |
| 30D | -9.1% | -18.9% | +9.9% | -7.4% |
| 3M | +5.1% | -5.3% | +10.3% | +5.0% |
| 6M | +6.4% | -16.9% | +23.3% | +7.2% |
| YTD | +39.7% | -37.4% | +77.1% | +43.9% |
| 1Y | +37.2% | -38.5% | +75.7% | +41.5% |
| 3Y | +37.6% | -55.1% | +92.7% | +40.6% |
| 5Y | +76.5% | -90.8% | +167.3% | +97.4% |
| All | +39.0% | -79.0% | +118.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling