+191.6%
XOM vs SAN
+347.0%
-155.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.8% |
| 30D | +4.1% | -0.5% | +4.6% | +4.1% |
| 3M | +10.4% | +22.7% | -12.3% | +2.3% |
| 6M | +13.0% | +28.8% | -15.8% | +1.5% |
| YTD | +40.1% | +26.3% | +13.8% | +25.4% |
| 1Y | +51.1% | +48.8% | +2.3% | +26.7% |
| 3Y | +57.7% | +347.2% | -289.5% | -17.8% |
| 5Y | +264.7% | +383.8% | -119.0% | +73.5% |
| All | +191.6% | +347.0% | -155.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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