+41.9%
CVX vs STT
+206.4%
-164.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +3.3% | +0.5% | +2.9% | +3.2% |
| 30D | +12.9% | +3.9% | +9.0% | +11.7% |
| 3M | +11.7% | +20.0% | -8.2% | +6.3% |
| 6M | +14.1% | +55.3% | -41.2% | +0.3% |
| YTD | +40.7% | +53.3% | -12.6% | +23.7% |
| 1Y | +37.5% | +74.7% | -37.2% | +14.9% |
| All | +41.9% | +206.4% | -164.5% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling