+3,076.5%
SPY vs XOM
+3,005.8%
+70.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.9% |
| 7D | +0.5% | -2.4% | +2.9% | +1.5% |
| 30D | -0.9% | +5.7% | -6.6% | -3.4% |
| 3M | +3.9% | +6.6% | -2.7% | +0.5% |
| 6M | +14.5% | +7.7% | +6.9% | +9.3% |
| YTD | +12.9% | +36.2% | -23.3% | -3.0% |
| 1Y | +19.4% | +50.5% | -31.1% | -2.1% |
| 3Y | +78.5% | +53.4% | +25.1% | +42.2% |
| 5Y | +81.8% | +254.2% | -172.4% | -5.1% |
| 10Y | +311.5% | +177.9% | +133.6% | +125.1% |
| All | +3,076.5% | +3,005.8% | +70.7% | +626.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling