+3,343.4%
STX vs XOM
+194.6%
+3,148.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -2.3% | +4.1% | -6.3% | -3.6% |
| 30D | -5.5% | +4.6% | -10.0% | -7.1% |
| 3M | -4.3% | +14.0% | -18.3% | -8.9% |
| 6M | +115.6% | +11.0% | +104.7% | +105.1% |
| YTD | +202.2% | +40.7% | +161.5% | +161.4% |
| 1Y | +325.3% | +52.3% | +273.0% | +255.0% |
| 3Y | +1,283.9% | +60.5% | +1,223.5% | +1,012.0% |
| 5Y | +1,048.3% | +266.4% | +781.9% | +525.1% |
| All | +3,343.4% | +194.6% | +3,148.8% | +1,956.5% |
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