+53.9%
XOP vs SPMO
+575.8%
-521.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +0.6% | +3.4% | -2.8% | -1.8% |
| 30D | +16.5% | +0.5% | +16.0% | +15.8% |
| 3M | +15.7% | +1.9% | +13.8% | +11.5% |
| 6M | +19.2% | +27.8% | -8.6% | -6.5% |
| YTD | +55.0% | +26.7% | +28.3% | +22.1% |
| 1Y | +54.2% | +28.9% | +25.3% | +19.3% |
| 3Y | +35.9% | +160.7% | -124.8% | -45.2% |
| 5Y | +162.4% | +150.2% | +12.2% | +11.1% |
| 10Y | +50.2% | +517.5% | -467.4% | -61.9% |
| All | +53.9% | +575.8% | -521.9% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling