+192.9%
XOM vs SPYM
+325.3%
-132.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.2% |
| 7D | +4.1% | -0.8% | +4.9% | +4.7% |
| 30D | +4.6% | -1.1% | +5.7% | +5.3% |
| 3M | +14.0% | +3.9% | +10.1% | +10.2% |
| 6M | +11.0% | +13.6% | -2.7% | -0.8% |
| YTD | +40.7% | +12.7% | +28.0% | +26.3% |
| 1Y | +52.3% | +17.6% | +34.7% | +31.8% |
| 3Y | +60.5% | +77.2% | -16.8% | -4.1% |
| 5Y | +266.4% | +84.1% | +182.3% | +106.9% |
| All | +192.9% | +325.3% | -132.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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