+53.4%
XOM vs SPGI
+17.8%
+35.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.0% |
| 7D | -2.4% | -2.5% | +0.1% | -2.2% |
| 30D | +5.7% | +5.4% | +0.2% | +5.2% |
| 3M | +6.6% | +9.0% | -2.5% | +5.7% |
| 6M | +7.7% | +0.8% | +6.9% | +7.6% |
| YTD | +36.2% | -12.6% | +48.7% | +38.7% |
| 1Y | +50.5% | -16.1% | +66.6% | +54.9% |
| 3Y | +53.4% | +19.0% | +34.4% | +39.8% |
| All | +53.4% | +17.8% | +35.5% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling