+35.9%
XOP vs SPY
+78.7%
-42.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | +16.5% | -0.9% | +17.5% | +17.2% |
| 3M | +15.7% | +3.9% | +11.8% | +12.2% |
| 6M | +19.2% | +14.5% | +4.7% | +6.2% |
| YTD | +55.0% | +12.9% | +42.0% | +39.6% |
| 1Y | +54.2% | +19.4% | +34.8% | +31.5% |
| 3Y | +35.9% | +78.5% | -42.6% | -15.4% |
| All | +35.9% | +78.7% | -42.8% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling