+75.8%
XOP vs SNAP
-90.7%
+166.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | -14.7% | -7.1% | -7.6% | -14.3% |
| 30D | -7.7% | -14.6% | +6.9% | -6.7% |
| 3M | +4.4% | -5.0% | +9.4% | +4.3% |
| 6M | +3.5% | -18.8% | +22.4% | +4.5% |
| YTD | +39.4% | -38.5% | +78.0% | +43.7% |
| 1Y | +39.8% | -38.1% | +77.9% | +43.9% |
| 3Y | +29.7% | -53.8% | +83.4% | +31.8% |
| All | +75.8% | -90.7% | +166.5% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling