+73.1%
XOP vs SPY
+780.4%
-707.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +0.9% |
| 7D | +0.5% | -0.9% | +1.4% | +1.5% |
| 30D | -7.3% | -2.4% | -4.9% | -4.9% |
| 3M | +1.4% | -1.2% | +2.5% | +2.0% |
| 6M | +7.8% | +3.3% | +4.5% | +1.1% |
| YTD | +44.5% | +12.3% | +32.2% | +19.2% |
| 1Y | +37.0% | +12.4% | +24.6% | +12.6% |
| 3Y | +40.8% | +78.8% | -38.0% | -39.6% |
| 5Y | +88.7% | +75.2% | +13.5% | -18.4% |
| 10Y | +49.9% | +311.1% | -261.3% | -79.4% |
| All | +73.1% | +780.4% | -707.3% | -91.0% |
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