+673.8%
STX vs XOM
+80.9%
+592.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.1% |
| 7D | +14.6% | +2.8% | +11.8% | +14.5% |
| 30D | -26.0% | -3.6% | -22.3% | -25.9% |
| 3M | -42.6% | +8.2% | -50.9% | -42.5% |
| 6M | -35.3% | +14.0% | -49.3% | -35.1% |
| YTD | +92.5% | +44.6% | +47.9% | +84.0% |
| 1Y | +102.4% | +47.8% | +54.6% | +92.5% |
| 3Y | +673.8% | +79.6% | +594.3% | +633.9% |
| All | +673.8% | +80.9% | +592.9% | +633.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling