+82.5%
XOP vs SPG
+548.1%
-465.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.4% |
| 7D | +2.6% | -2.4% | +5.0% | +3.7% |
| 30D | +15.4% | -6.8% | +22.3% | +19.1% |
| 3M | +12.1% | +2.7% | +9.4% | +10.1% |
| 6M | +19.7% | +5.5% | +14.2% | +15.3% |
| YTD | +52.4% | +15.7% | +36.7% | +40.5% |
| 1Y | +47.6% | +20.9% | +26.7% | +33.1% |
| 3Y | +34.4% | +112.4% | -78.0% | -7.9% |
| 5Y | +154.4% | +101.4% | +53.0% | +76.3% |
| 10Y | +54.7% | +60.6% | -6.0% | +8.2% |
| All | +82.5% | +548.1% | -465.6% | -33.8% |
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