+222.1%
XOM vs SPOT
+216.9%
+5.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -3.1% | +7.2% | +4.3% |
| 30D | +4.6% | +7.4% | -2.8% | +4.0% |
| 3M | +14.0% | +8.2% | +5.8% | +13.2% |
| 6M | +11.0% | +2.2% | +8.8% | +10.4% |
| YTD | +40.7% | -9.5% | +50.2% | +41.0% |
| 1Y | +52.3% | -23.8% | +76.1% | +54.6% |
| 3Y | +60.5% | +233.5% | -173.0% | +40.2% |
| 5Y | +266.4% | +112.2% | +154.2% | +224.8% |
| All | +222.1% | +216.9% | +5.2% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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