+73.1%
XOP vs SPG
+634.2%
-561.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +0.5% | +2.7% | -2.3% | -0.8% |
| 30D | -7.3% | +16.6% | -23.8% | -13.8% |
| 3M | +1.4% | +8.1% | -6.7% | -2.5% |
| 6M | +7.8% | +19.3% | -11.6% | -1.6% |
| YTD | +44.5% | +31.1% | +13.4% | +25.4% |
| 1Y | +37.0% | +32.8% | +4.3% | +18.2% |
| 3Y | +40.8% | +135.8% | -95.0% | -8.2% |
| 5Y | +88.7% | +85.1% | +3.6% | +35.7% |
| 10Y | +49.9% | +115.9% | -66.1% | -8.0% |
| All | +73.1% | +634.2% | -561.1% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling