+66.7%
SNXX vs XOM
+27.7%
+39.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -4.6% | -11.1% | -20.9% |
| 7D | -47.8% | -7.0% | -40.8% | -52.1% |
| 30D | -66.0% | +3.2% | -69.2% | -63.9% |
| 3M | -57.5% | +10.7% | -68.1% | -50.3% |
| 6M | -66.7% | +11.6% | -78.3% | -57.0% |
| All | +66.7% | +27.7% | +39.0% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1y: compounded portfolio wealth divided by compounded XOM 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…
1y analysis · Full analysis span regression · 6 months rolling