+343.3%
SPGI vs XOP
+53.9%
+289.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | +1.2% | +6.3% | -5.1% | 0.0% |
| 30D | +15.9% | -6.6% | +22.5% | +17.3% |
| 3M | +12.3% | +3.6% | +8.7% | +11.1% |
| 6M | +23.7% | +10.8% | +12.9% | +20.4% |
| YTD | -3.5% | +48.3% | -51.8% | -12.2% |
| 1Y | +0.4% | +42.9% | -42.5% | -8.0% |
| 3Y | +29.9% | +43.3% | -13.4% | +17.2% |
| 5Y | +15.2% | +94.0% | -78.8% | -5.0% |
| All | +343.3% | +53.9% | +289.5% | +213.6% |
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