+16,011.1%
STX vs XOM
+881.3%
+15,129.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.1% |
| 7D | +2.4% | +1.8% | +0.6% | +1.4% |
| 30D | +1.4% | +5.9% | -4.5% | -1.7% |
| 3M | -8.2% | +5.6% | -13.8% | -11.3% |
| 6M | +127.0% | +7.9% | +119.2% | +114.5% |
| YTD | +209.1% | +35.2% | +174.0% | +159.3% |
| 1Y | +365.4% | +46.0% | +319.4% | +273.0% |
| 3Y | +1,135.4% | +55.0% | +1,080.4% | +837.4% |
| 5Y | +991.5% | +246.3% | +745.2% | +414.7% |
| 10Y | +3,695.8% | +181.0% | +3,514.8% | +1,787.9% |
| All | +16,011.1% | +881.3% | +15,129.8% | +3,574.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling