+110.1%
XOMX vs SPY
+43.4%
+66.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +1.3% |
| 7D | +8.2% | -0.8% | +8.9% | +7.6% |
| 30D | +8.1% | -1.1% | +9.2% | +7.4% |
| 3M | +24.9% | +3.9% | +21.0% | +28.5% |
| 6M | +12.4% | +13.6% | -1.2% | +21.5% |
| YTD | +75.2% | +12.7% | +62.5% | +89.2% |
| 1Y | +97.1% | +17.5% | +79.6% | +109.4% |
| All | +110.1% | +43.4% | +66.7% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling