+218.3%
XOM vs S
-57.1%
+275.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +4.1% | -0.7% | +4.7% | +4.1% |
| 30D | +4.6% | -11.4% | +16.0% | +4.7% |
| 3M | +14.0% | +33.8% | -19.8% | +13.3% |
| 6M | +11.0% | +39.5% | -28.5% | +10.2% |
| YTD | +40.7% | +31.7% | +9.0% | +39.9% |
| 1Y | +52.3% | +7.0% | +45.3% | +52.0% |
| 3Y | +60.5% | +11.8% | +48.7% | +58.6% |
| 5Y | +266.4% | -69.0% | +335.4% | +264.9% |
| All | +218.3% | -57.1% | +275.4% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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