+75.9%
XOP vs SPY
+777.2%
-701.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +5.2% | +3.3% | +1.9% | +0.7% |
| 30D | -8.4% | -2.7% | -5.7% | -5.6% |
| 3M | +2.9% | -1.7% | +4.7% | +4.4% |
| 6M | +8.8% | +3.1% | +5.8% | +2.4% |
| YTD | +46.9% | +11.9% | +35.0% | +21.7% |
| 1Y | +41.5% | +12.0% | +29.5% | +16.9% |
| 3Y | +43.1% | +78.2% | -35.1% | -38.3% |
| 5Y | +92.2% | +73.2% | +19.0% | -15.6% |
| 10Y | +52.3% | +309.6% | -257.3% | -78.9% |
| All | +75.9% | +777.2% | -701.3% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling