+47.6%
XOP vs SW
+1.0%
+46.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.7% |
| 7D | +2.6% | -5.1% | +7.7% | +2.0% |
| 30D | +15.4% | -4.6% | +20.0% | +14.9% |
| 3M | +12.1% | +9.4% | +2.7% | +13.2% |
| 6M | +19.7% | +3.5% | +16.2% | +23.8% |
| YTD | +52.4% | +22.0% | +30.4% | +52.2% |
| 1Y | +47.6% | +2.2% | +45.3% | +47.7% |
| All | +47.6% | +1.0% | +46.5% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling