+153.3%
XOP vs SPYG
+85.2%
+68.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | +2.6% | -0.9% | +3.5% | +3.1% |
| 30D | +9.6% | -1.5% | +11.1% | +10.4% |
| 3M | +20.4% | +3.7% | +16.6% | +17.3% |
| 6M | +19.9% | +16.4% | +3.5% | +8.1% |
| YTD | +56.4% | +13.3% | +43.1% | +43.0% |
| 1Y | +52.4% | +17.9% | +34.6% | +35.5% |
| 3Y | +39.9% | +98.3% | -58.5% | -13.3% |
| All | +153.3% | +85.2% | +68.1% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling