+0.8%
SPGI vs XOP
+40.4%
-39.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.2% |
| 7D | -0.8% | +5.2% | -6.0% | -0.4% |
| 30D | +14.3% | -8.4% | +22.6% | +13.4% |
| 3M | +14.5% | +2.9% | +11.6% | +14.6% |
| 6M | +17.3% | +8.8% | +8.4% | +17.9% |
| YTD | -4.6% | +46.9% | -51.5% | -4.0% |
| 1Y | +0.8% | +41.5% | -40.7% | +1.6% |
| All | +0.8% | +40.4% | -39.6% | +1.6% |
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 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