+82.0%
SPY vs XOM
+256.7%
-174.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | +1.9% | -3.8% | -2.3% |
| 30D | -1.7% | +4.1% | -5.7% | -2.4% |
| 3M | +4.7% | +10.4% | -5.7% | +2.8% |
| 6M | +12.5% | +13.0% | -0.5% | +9.3% |
| YTD | +11.7% | +40.1% | -28.3% | +3.2% |
| 1Y | +17.5% | +51.1% | -33.6% | +6.5% |
| 3Y | +76.6% | +57.7% | +18.8% | +57.1% |
| 5Y | +82.0% | +264.7% | -182.7% | +32.9% |
| All | +82.0% | +256.7% | -174.7% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 5y: compounded portfolio wealth divided by compounded XOM 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…
5y analysis · Full analysis span regression · 6 months rolling