+18.5%
XOP vs SNDU
+194.5%
-176.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.6% | +7.7% | +0.1% |
| 7D | +2.6% | -12.7% | +15.4% | +2.5% |
| 30D | +9.6% | +35.8% | -26.2% | +10.0% |
| 3M | +20.4% | -54.8% | +75.2% | +19.7% |
| All | +18.5% | +194.5% | -176.0% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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