+204.8%
XOM vs S
-67.1%
+271.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | -1.5% | +1.2% | -2.7% | -1.5% |
| 30D | -3.2% | -7.3% | +4.2% | -3.1% |
| 3M | +5.0% | +5.9% | -0.9% | +4.8% |
| 6M | +12.9% | +45.6% | -32.8% | +12.0% |
| YTD | +41.3% | +58.5% | -17.2% | +39.9% |
| 1Y | +43.2% | +37.6% | +5.6% | +42.3% |
| 3Y | +77.3% | +51.7% | +25.7% | +73.7% |
| 5Y | +204.8% | -67.5% | +272.3% | +209.1% |
| All | +204.8% | -67.1% | +271.8% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling