+45.3%
XOP vs SW
+29.5%
+15.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.5% | -5.6% |
| 7D | -10.5% | +12.1% | -22.6% | -8.7% |
| 30D | -4.3% | +6.6% | -10.9% | -3.1% |
| 3M | +4.7% | -6.0% | +10.7% | +4.0% |
| 6M | -0.1% | +21.5% | -21.5% | +2.9% |
| YTD | +43.8% | +20.3% | +23.5% | +44.2% |
| 1Y | +45.3% | +28.1% | +17.1% | +43.7% |
| All | +45.3% | +29.5% | +15.8% | +43.7% |
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