+54.8%
XOP vs SPY
+318.9%
-264.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.9% |
| 7D | +1.6% | -2.0% | +3.6% | +4.0% |
| 30D | +9.6% | -1.7% | +11.2% | +11.6% |
| 3M | +16.9% | +4.7% | +12.2% | +9.6% |
| 6M | +24.0% | +12.5% | +11.5% | +5.0% |
| YTD | +56.2% | +11.7% | +44.5% | +33.1% |
| 1Y | +51.8% | +17.5% | +34.3% | +21.1% |
| 3Y | +37.0% | +76.6% | -39.6% | -36.2% |
| 5Y | +163.4% | +82.0% | +81.4% | +16.4% |
| All | +54.8% | +318.9% | -264.1% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling