+211.6%
XOM vs SPY
+72.1%
+139.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +2.8% | +2.6% | +0.3% | +1.9% |
| 30D | -3.6% | -2.0% | -1.6% | -3.0% |
| 3M | +8.2% | -2.8% | +11.0% | +9.2% |
| 6M | +14.0% | +2.1% | +11.9% | +12.4% |
| YTD | +44.6% | +11.5% | +33.1% | +36.6% |
| 1Y | +47.8% | +13.5% | +34.3% | +38.3% |
| 3Y | +79.6% | +77.7% | +1.9% | +31.3% |
| All | +211.6% | +72.1% | +139.5% | +126.1% |
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