+192.9%
XOM vs SPGI
+292.2%
-99.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +4.1% | -7.4% | +11.5% | +6.5% |
| 30D | +4.6% | +0.4% | +4.2% | +4.2% |
| 3M | +14.0% | +5.3% | +8.7% | +11.3% |
| 6M | +11.0% | +1.7% | +9.3% | +9.1% |
| YTD | +40.7% | -16.4% | +57.1% | +46.5% |
| 1Y | +52.3% | -20.5% | +72.8% | +61.1% |
| 3Y | +60.5% | +14.2% | +46.2% | +45.8% |
| 5Y | +266.4% | +0.6% | +265.8% | +242.7% |
| All | +192.9% | +292.2% | -99.3% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling