+52.6%
XOM vs SPGI
+3.2%
+49.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.4% | -8.0% | -4.3% |
| 7D | -7.0% | +7.2% | -14.2% | -6.3% |
| 30D | +3.2% | +23.2% | -20.0% | +5.3% |
| 3M | +10.7% | +17.0% | -6.4% | +12.4% |
| 6M | +11.6% | +20.4% | -8.8% | +13.8% |
| YTD | +43.5% | -1.9% | +45.4% | +43.2% |
| 1Y | +52.6% | +2.9% | +49.7% | +49.2% |
| All | +52.6% | +3.2% | +49.4% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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