+155.1%
XOP vs SW
-2.3%
+157.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +2.6% | -5.1% | +7.7% | +3.1% |
| 30D | +15.4% | -4.6% | +20.0% | +15.9% |
| 3M | +12.1% | +9.4% | +2.7% | +10.5% |
| 6M | +19.7% | +3.5% | +16.2% | +18.4% |
| YTD | +52.4% | +22.0% | +30.4% | +46.9% |
| 1Y | +47.6% | +2.2% | +45.3% | +45.4% |
| 3Y | +34.4% | +19.6% | +14.8% | +29.2% |
| All | +155.1% | -2.3% | +157.4% | +142.2% |
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