+2,765.1%
XOM vs SPG
+5,256.9%
-2,491.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +1.8% | -2.4% | +4.1% | +2.5% |
| 30D | +5.9% | -6.8% | +12.7% | +8.0% |
| 3M | +5.6% | +2.7% | +2.9% | +4.5% |
| 6M | +7.9% | +5.5% | +2.4% | +5.5% |
| YTD | +35.2% | +15.7% | +19.5% | +28.5% |
| 1Y | +46.0% | +20.9% | +25.1% | +36.8% |
| 3Y | +55.0% | +112.4% | -57.4% | +21.2% |
| 5Y | +246.3% | +101.4% | +145.0% | +170.1% |
| 10Y | +181.0% | +60.6% | +120.3% | +111.9% |
| All | +2,765.1% | +5,256.9% | -2,491.8% | +856.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling