-16.1%
SPGI vs XOP
+52.0%
-68.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.1% |
| 7D | -2.5% | +0.6% | -3.1% | -2.4% |
| 30D | +5.4% | +16.5% | -11.1% | +6.6% |
| 3M | +9.0% | +15.7% | -6.7% | +10.2% |
| 6M | +0.8% | +19.2% | -18.4% | +1.6% |
| YTD | -12.6% | +55.0% | -67.5% | -10.8% |
| 1Y | -16.1% | +54.2% | -70.3% | -14.5% |
| All | -16.1% | +52.0% | -68.1% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling