+162.4%
XOP vs SPY
+81.8%
+80.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.1% |
| 30D | +16.5% | -0.9% | +17.5% | +17.4% |
| 3M | +15.7% | +3.9% | +11.8% | +11.3% |
| 6M | +19.2% | +14.5% | +4.7% | +4.0% |
| YTD | +55.0% | +12.9% | +42.0% | +36.8% |
| 1Y | +54.2% | +19.4% | +34.8% | +28.8% |
| 3Y | +35.9% | +78.5% | -42.6% | -23.5% |
| 5Y | +162.4% | +81.8% | +80.7% | +49.2% |
| All | +162.4% | +81.8% | +80.7% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling