+2,989.1%
XOM vs SPY
+3,091.8%
-102.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +1.8% | +0.1% | +1.7% | +1.6% |
| 30D | +5.9% | +0.1% | +5.8% | +5.7% |
| 3M | +5.6% | +2.0% | +3.6% | +3.3% |
| 6M | +7.9% | +13.0% | -5.2% | -3.3% |
| YTD | +35.2% | +13.5% | +21.6% | +20.5% |
| 1Y | +46.0% | +20.0% | +26.0% | +24.3% |
| 3Y | +55.0% | +77.2% | -22.2% | -5.4% |
| 5Y | +246.3% | +81.9% | +164.4% | +102.8% |
| 10Y | +181.0% | +314.1% | -133.1% | -13.7% |
| All | +2,989.1% | +3,091.8% | -102.7% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling