+58.8%
XOM vs SPG
+106.5%
-47.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +2.6% |
| 7D | 0.0% | -1.7% | +1.7% | +0.3% |
| 30D | +3.4% | -6.3% | +9.7% | +4.5% |
| 3M | +11.0% | -2.4% | +13.4% | +11.2% |
| 6M | +10.6% | +9.6% | +1.0% | +8.0% |
| YTD | +39.2% | +14.2% | +25.0% | +34.2% |
| 1Y | +52.7% | +19.3% | +33.4% | +45.4% |
| All | +58.8% | +106.5% | -47.7% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling