+795.4%
SPYM vs XOP
+78.0%
+717.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.6% | +6.3% | -3.8% | +0.9% |
| 30D | -2.0% | -6.6% | +4.6% | -0.4% |
| 3M | -2.8% | +3.6% | -6.3% | -4.1% |
| 6M | +2.2% | +10.8% | -8.6% | -1.5% |
| YTD | +11.5% | +48.3% | -36.7% | -1.6% |
| 1Y | +13.5% | +42.9% | -29.4% | +1.1% |
| 3Y | +78.0% | +43.3% | +34.7% | +56.1% |
| 5Y | +73.1% | +94.0% | -20.8% | +35.3% |
| 10Y | +310.9% | +53.7% | +257.1% | +201.5% |
| All | +795.4% | +78.0% | +717.4% | +424.7% |
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 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