+264.7%
XOM vs SPY
+79.8%
+185.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +1.9% | -2.0% | +3.8% | +2.7% |
| 30D | +4.1% | -1.7% | +5.7% | +4.7% |
| 3M | +10.4% | +4.7% | +5.7% | +7.9% |
| 6M | +13.0% | +12.5% | +0.5% | +6.5% |
| YTD | +40.1% | +11.7% | +28.3% | +32.3% |
| 1Y | +51.1% | +17.5% | +33.6% | +39.0% |
| 3Y | +57.7% | +76.6% | -18.8% | +15.2% |
| 5Y | +264.7% | +82.0% | +182.7% | +153.4% |
| All | +264.7% | +79.8% | +185.0% | +153.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling