+4,261.5%
XOM vs SPGI
+14,090.3%
-9,828.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | +1.8% | +0.1% | +1.6% | +1.6% |
| 30D | +5.9% | +8.4% | -2.6% | +3.0% |
| 3M | +5.6% | +11.8% | -6.3% | +1.2% |
| 6M | +7.9% | +5.7% | +2.1% | +4.9% |
| YTD | +35.2% | -9.7% | +44.8% | +37.0% |
| 1Y | +46.0% | -12.5% | +58.4% | +49.0% |
| 3Y | +55.0% | +21.8% | +33.2% | +40.3% |
| 5Y | +246.3% | +8.2% | +238.1% | +219.3% |
| 10Y | +181.0% | +309.5% | -128.5% | +63.1% |
| All | +4,261.5% | +14,090.3% | -9,828.8% | +823.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling