+717.9%
XOM vs SPYG
+559.2%
+158.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.2% |
| 30D | +3.4% | -1.7% | +5.1% | +4.3% |
| 3M | +11.0% | +3.6% | +7.4% | +8.0% |
| 6M | +10.6% | +16.6% | -6.0% | -0.2% |
| YTD | +39.2% | +13.4% | +25.8% | +27.2% |
| 1Y | +52.7% | +19.6% | +33.1% | +34.8% |
| 3Y | +56.8% | +99.8% | -43.0% | -0.9% |
| 5Y | +261.8% | +85.0% | +176.8% | +132.7% |
| 10Y | +191.3% | +422.1% | -230.8% | -2.2% |
| All | +717.9% | +559.2% | +158.8% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling