+79.6%
XOM vs SPG
+135.6%
-56.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.8% | +2.0% | +0.9% | +2.6% |
| 30D | -3.6% | +17.2% | -20.9% | -6.0% |
| 3M | +8.2% | +6.3% | +1.9% | +7.2% |
| 6M | +14.0% | +18.7% | -4.6% | +10.6% |
| YTD | +44.6% | +30.1% | +14.5% | +36.6% |
| 1Y | +47.8% | +32.8% | +15.0% | +38.8% |
| 3Y | +79.6% | +133.6% | -54.0% | +42.6% |
| All | +79.6% | +135.6% | -56.0% | +42.6% |
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