+192.9%
XOM vs XLY
+220.9%
-28.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +4.1% | -1.7% | +5.8% | +4.8% |
| 30D | +4.6% | -4.2% | +8.8% | +6.4% |
| 3M | +14.0% | -2.7% | +16.6% | +14.6% |
| 6M | +11.0% | -0.6% | +11.6% | +9.6% |
| YTD | +40.7% | -5.0% | +45.7% | +41.8% |
| 1Y | +52.3% | -4.1% | +56.4% | +52.2% |
| 3Y | +60.5% | +33.6% | +26.9% | +31.0% |
| 5Y | +266.4% | +28.7% | +237.7% | +192.7% |
| All | +192.9% | +220.9% | -28.0% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling