+46.0%
XOM vs XLY
-0.5%
+46.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -2.2% |
| 7D | +1.8% | -2.0% | +3.7% | +1.0% |
| 30D | +5.9% | -3.1% | +9.0% | +4.5% |
| 3M | +5.6% | -1.8% | +7.4% | +5.3% |
| 6M | +7.9% | -0.9% | +8.7% | +9.3% |
| YTD | +35.2% | -3.4% | +38.6% | +36.8% |
| 1Y | +46.0% | -1.5% | +47.5% | +47.1% |
| All | +46.0% | -0.5% | +46.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling