+257.2%
XOM vs SPYM
+82.5%
+174.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | +4.6% | -1.3% | +5.9% | +5.1% |
| 3M | +14.0% | +3.6% | +10.4% | +12.0% |
| 6M | +11.0% | +13.3% | -2.4% | +4.2% |
| YTD | +40.7% | +12.4% | +28.3% | +32.5% |
| 1Y | +52.3% | +17.3% | +35.0% | +40.1% |
| 3Y | +60.5% | +76.8% | -16.3% | +16.8% |
| All | +257.2% | +82.5% | +174.8% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling