+46.0%
XOM vs SPG
+21.3%
+24.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.9% |
| 7D | +1.8% | -2.4% | +4.1% | +1.3% |
| 30D | +5.9% | -6.8% | +12.7% | +4.5% |
| 3M | +5.6% | +2.7% | +2.9% | +6.6% |
| 6M | +7.9% | +5.5% | +2.4% | +11.1% |
| YTD | +35.2% | +15.7% | +19.5% | +36.5% |
| 1Y | +46.0% | +20.9% | +25.1% | +46.1% |
| All | +46.0% | +21.3% | +24.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling