+1,537.1%
SOXX vs XOM
+194.6%
+1,342.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | +4.1% | -2.7% | 0.0% |
| 30D | -3.6% | +4.6% | -8.2% | -5.2% |
| 3M | -10.2% | +14.0% | -24.1% | -14.7% |
| 6M | +54.2% | +11.0% | +43.3% | +46.0% |
| YTD | +75.2% | +40.7% | +34.5% | +50.6% |
| 1Y | +107.5% | +52.3% | +55.2% | +72.3% |
| 3Y | +226.8% | +60.5% | +166.3% | +161.7% |
| 5Y | +251.2% | +266.4% | -15.2% | +87.7% |
| All | +1,537.1% | +194.6% | +1,342.5% | +812.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling