+192.9%
XOM vs SPYG
+424.6%
-231.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | +4.6% | -1.5% | +6.1% | +5.2% |
| 3M | +14.0% | +3.7% | +10.2% | +11.3% |
| 6M | +11.0% | +16.4% | -5.5% | +1.4% |
| YTD | +40.7% | +13.3% | +27.4% | +30.0% |
| 1Y | +52.3% | +17.9% | +34.4% | +37.3% |
| 3Y | +60.5% | +98.3% | -37.9% | +3.3% |
| 5Y | +266.4% | +86.4% | +180.0% | +138.8% |
| All | +192.9% | +424.6% | -231.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling