+211.6%
XOM vs SPGI
+15.2%
+196.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +2.8% | +1.2% | +1.6% | +2.7% |
| 30D | -3.6% | +15.9% | -19.5% | -5.4% |
| 3M | +8.2% | +12.3% | -4.0% | +6.5% |
| 6M | +14.0% | +23.7% | -9.6% | +10.4% |
| YTD | +44.6% | -3.5% | +48.1% | +45.4% |
| 1Y | +47.8% | +0.4% | +47.4% | +47.3% |
| 3Y | +79.6% | +29.9% | +49.7% | +67.9% |
| All | +211.6% | +15.2% | +196.4% | +192.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling