+4,565.7%
XOM vs SPGI
+15,052.7%
-10,487.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | -3.6% | +15.9% | -19.5% | -8.2% |
| 3M | +8.2% | +12.3% | -4.0% | +4.0% |
| 6M | +14.0% | +23.7% | -9.6% | +5.5% |
| YTD | +44.6% | -3.5% | +48.1% | +43.1% |
| 1Y | +47.8% | +0.4% | +47.4% | +44.3% |
| 3Y | +79.6% | +29.9% | +49.7% | +59.1% |
| 5Y | +214.3% | +15.2% | +199.1% | +183.8% |
| 10Y | +204.0% | +337.2% | -133.2% | +72.5% |
| All | +4,565.7% | +15,052.7% | -10,487.0% | +865.0% |
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