+3,204.5%
XOM vs SPY
+3,034.0%
+170.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +2.8% | +2.6% | +0.3% | +0.8% |
| 30D | -3.6% | -2.0% | -1.6% | -2.4% |
| 3M | +8.2% | -2.8% | +11.0% | +10.0% |
| 6M | +14.0% | +2.1% | +11.9% | +10.8% |
| YTD | +44.6% | +11.5% | +33.1% | +30.1% |
| 1Y | +47.8% | +13.5% | +34.3% | +31.0% |
| 3Y | +79.6% | +77.7% | +1.9% | +9.0% |
| 5Y | +214.3% | +72.6% | +141.7% | +91.1% |
| 10Y | +204.0% | +308.2% | -104.1% | -6.1% |
| All | +3,204.5% | +3,034.0% | +170.5% | +144.8% |
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