+51.7%
XOP vs SPG
+113.9%
-62.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +6.3% | +2.0% | +4.4% | +5.3% |
| 30D | -6.6% | +17.2% | -23.8% | -14.2% |
| 3M | +3.6% | +6.3% | -2.8% | -0.1% |
| 6M | +10.8% | +18.7% | -7.9% | +0.3% |
| YTD | +48.3% | +30.1% | +18.2% | +26.7% |
| 1Y | +42.9% | +32.8% | +10.2% | +20.8% |
| 3Y | +43.3% | +133.6% | -90.3% | -12.0% |
| 5Y | +94.0% | +84.4% | +9.6% | +32.5% |
| All | +51.7% | +113.9% | -62.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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