+296.4%
SPGI vs XOP
+52.9%
+243.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -3.1% | +1.0% | -4.1% | -3.3% |
| 30D | +2.0% | +10.8% | -8.8% | -0.1% |
| 3M | +4.3% | +19.5% | -15.1% | +0.4% |
| 6M | -0.2% | +21.6% | -21.8% | -4.8% |
| YTD | -14.8% | +55.8% | -70.6% | -23.0% |
| 1Y | -18.5% | +54.6% | -73.2% | -26.5% |
| 3Y | +16.0% | +36.6% | -20.7% | +6.0% |
| 5Y | +2.2% | +160.6% | -158.4% | -21.0% |
| 10Y | +296.4% | +56.2% | +240.2% | +179.3% |
| All | +296.4% | +52.9% | +243.5% | +179.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 10y: compounded portfolio wealth divided by compounded XOP 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…
10y analysis · Full analysis span regression · 6 months rolling