+73.1%
SPYM vs XOP
+94.3%
-21.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +6.3% | -3.8% | +1.2% |
| 30D | -2.0% | -6.6% | +4.6% | -0.7% |
| 3M | -2.8% | +3.6% | -6.3% | -3.9% |
| 6M | +2.2% | +10.8% | -8.6% | -0.9% |
| YTD | +11.5% | +48.3% | -36.7% | -0.8% |
| 1Y | +13.5% | +42.9% | -29.4% | +1.8% |
| 3Y | +78.0% | +43.3% | +34.7% | +56.5% |
| All | +73.1% | +94.3% | -21.2% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling