+162.4%
XOP vs SPG
+106.4%
+56.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +16.5% | -4.9% | +21.5% | +19.2% |
| 3M | +15.7% | +3.3% | +12.4% | +13.2% |
| 6M | +19.2% | +11.2% | +8.0% | +11.4% |
| YTD | +55.0% | +17.1% | +37.9% | +40.6% |
| 1Y | +54.2% | +21.6% | +32.6% | +36.8% |
| 3Y | +35.9% | +111.9% | -76.0% | -13.1% |
| 5Y | +162.4% | +106.9% | +55.5% | +63.5% |
| All | +162.4% | +106.4% | +56.0% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling