+55.0%
XOP vs SPYG
+424.6%
-369.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | +2.6% | -0.9% | +3.5% | +3.4% |
| 30D | +9.6% | -1.5% | +11.1% | +10.8% |
| 3M | +20.4% | +3.7% | +16.6% | +15.6% |
| 6M | +19.9% | +16.4% | +3.5% | +2.6% |
| YTD | +56.4% | +13.3% | +43.1% | +36.5% |
| 1Y | +52.4% | +17.9% | +34.6% | +27.9% |
| 3Y | +39.9% | +98.3% | -58.5% | -29.8% |
| 5Y | +163.7% | +86.4% | +77.3% | +37.4% |
| All | +55.0% | +424.6% | -369.6% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling