+82.5%
XOP vs SPY
+790.2%
-707.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | +15.4% | +0.1% | +15.4% | +15.2% |
| 3M | +12.1% | +2.0% | +10.1% | +8.0% |
| 6M | +19.7% | +13.0% | +6.7% | -1.1% |
| YTD | +52.4% | +13.5% | +38.9% | +24.9% |
| 1Y | +47.6% | +20.0% | +27.6% | +11.9% |
| 3Y | +34.4% | +77.2% | -42.8% | -41.3% |
| 5Y | +154.4% | +81.9% | +72.5% | +5.2% |
| 10Y | +54.7% | +314.1% | -259.4% | -78.7% |
| All | +82.5% | +790.2% | -707.7% | -90.6% |
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