+59.7%
XOM vs SPY
+75.5%
-15.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.9% | -2.0% | +3.8% | +2.3% |
| 30D | +4.1% | -1.7% | +5.7% | +4.4% |
| 3M | +10.4% | +4.7% | +5.7% | +8.9% |
| 6M | +13.0% | +12.5% | +0.5% | +8.9% |
| YTD | +40.1% | +11.7% | +28.3% | +35.2% |
| 1Y | +51.1% | +17.5% | +33.6% | +42.6% |
| All | +59.7% | +75.5% | -15.8% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling