+489.5%
XOM vs SPYM
+814.4%
-324.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | +1.9% | -2.0% | +3.8% | +3.4% |
| 30D | +4.1% | -1.6% | +5.7% | +5.3% |
| 3M | +10.4% | +4.7% | +5.7% | +5.8% |
| 6M | +13.0% | +12.6% | +0.5% | +1.4% |
| YTD | +40.1% | +11.8% | +28.3% | +26.2% |
| 1Y | +51.1% | +17.5% | +33.6% | +30.3% |
| 3Y | +57.7% | +77.0% | -19.2% | -5.0% |
| 5Y | +264.7% | +82.6% | +182.1% | +109.5% |
| 10Y | +193.1% | +320.3% | -127.2% | -15.6% |
| All | +489.5% | +814.4% | -324.9% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling