+333.2%
XOM vs SPXU
-100.0%
+433.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +1.2% |
| 7D | -2.4% | -1.5% | -0.9% | -2.7% |
| 30D | +5.7% | +3.7% | +1.9% | +6.7% |
| 3M | +6.6% | -9.6% | +16.1% | +3.7% |
| 6M | +7.7% | -32.4% | +40.0% | -3.2% |
| YTD | +36.2% | -28.7% | +64.9% | +24.5% |
| 1Y | +50.5% | -38.2% | +88.7% | +32.6% |
| 3Y | +53.4% | -80.4% | +133.8% | +3.3% |
| 5Y | +254.2% | -86.0% | +340.2% | +141.6% |
| 10Y | +177.9% | -99.5% | +277.4% | -7.5% |
| All | +333.2% | -100.0% | +433.2% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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