+60.5%
XOM vs SGOV
+14.4%
+46.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +4.1% | 0.0% | +4.0% | +4.1% |
| 30D | +4.6% | +0.3% | +4.3% | +4.4% |
| 3M | +14.0% | +0.9% | +13.0% | +13.2% |
| 6M | +11.0% | +1.8% | +9.1% | +9.6% |
| YTD | +40.7% | +2.5% | +38.2% | +39.0% |
| 1Y | +52.3% | +3.8% | +48.5% | +49.4% |
| 3Y | +60.5% | +14.4% | +46.1% | +129.0% |
| All | +60.5% | +14.4% | +46.1% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 3y: compounded portfolio wealth divided by compounded SGOV 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…
3y analysis · Full analysis span regression · 6 months rolling