-18.9%
XOP vs SW
+730.4%
-749.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -12.7% | +4.7% | -17.4% | -13.0% |
| 30D | -7.6% | +5.0% | -12.6% | -7.9% |
| 3M | +5.8% | -7.3% | +13.1% | +6.1% |
| 6M | -2.7% | +15.0% | -17.7% | -3.9% |
| YTD | +39.7% | +18.5% | +21.2% | +37.3% |
| 1Y | +42.4% | +27.1% | +15.3% | +39.3% |
| 3Y | +26.4% | +49.3% | -22.9% | +22.6% |
| 5Y | +78.9% | -1.6% | +80.6% | +74.5% |
| 10Y | +52.1% | +185.4% | -133.3% | +42.7% |
| All | -18.9% | +730.4% | -749.3% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling