+191.6%
XOM vs SPG
+64.3%
+127.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +1.9% | -2.2% | +4.1% | +2.6% |
| 30D | +4.1% | -5.8% | +9.8% | +6.1% |
| 3M | +10.4% | -2.8% | +13.2% | +11.2% |
| 6M | +13.0% | +8.9% | +4.1% | +8.9% |
| YTD | +40.1% | +14.3% | +25.8% | +32.5% |
| 1Y | +51.1% | +19.5% | +31.6% | +40.6% |
| 3Y | +57.7% | +106.9% | -49.1% | +18.7% |
| 5Y | +264.7% | +108.7% | +156.0% | +166.8% |
| All | +191.6% | +64.3% | +127.2% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling