+78.9%
XOP vs SW
-1.6%
+80.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -12.7% | +4.7% | -17.4% | -13.1% |
| 30D | -7.6% | +5.0% | -12.6% | -8.1% |
| 3M | +5.8% | -7.3% | +13.1% | +6.4% |
| 6M | -2.7% | +15.0% | -17.7% | -5.1% |
| YTD | +39.7% | +18.5% | +21.2% | +34.7% |
| 1Y | +42.4% | +27.1% | +15.3% | +35.8% |
| 3Y | +26.4% | +49.3% | -22.9% | +19.0% |
| 5Y | +78.9% | -1.6% | +80.6% | +65.6% |
| All | +78.9% | -1.6% | +80.6% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling