+1,222.3%
SPGI vs XOP
+82.9%
+1,139.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.3% |
| 7D | +0.1% | +2.6% | -2.4% | -0.7% |
| 30D | +8.4% | +15.4% | -7.0% | +3.4% |
| 3M | +11.8% | +12.1% | -0.2% | +7.2% |
| 6M | +5.7% | +19.7% | -14.0% | -1.5% |
| YTD | -9.7% | +52.4% | -62.1% | -22.6% |
| 1Y | -12.5% | +47.6% | -60.0% | -24.5% |
| 3Y | +21.8% | +34.4% | -12.5% | +6.0% |
| 5Y | +8.2% | +154.4% | -146.2% | -28.6% |
| 10Y | +309.5% | +54.7% | +254.8% | +171.3% |
| All | +1,222.3% | +82.9% | +1,139.4% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling