+163.4%
XOP vs SPMO
+145.0%
+18.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +1.4% |
| 7D | +1.6% | +0.1% | +1.6% | +1.5% |
| 30D | +9.6% | -0.7% | +10.3% | +9.9% |
| 3M | +16.9% | +2.8% | +14.1% | +12.0% |
| 6M | +24.0% | +24.4% | -0.4% | -0.5% |
| YTD | +56.2% | +24.2% | +32.0% | +25.1% |
| 1Y | +51.8% | +24.5% | +27.3% | +20.8% |
| 3Y | +37.0% | +155.6% | -118.6% | -51.8% |
| 5Y | +163.4% | +148.2% | +15.2% | -1.9% |
| All | +163.4% | +145.0% | +18.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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