+78.7%
XOM vs SAN
+244.8%
-166.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +1.8% |
| 7D | +2.7% | +1.0% | +1.7% | +2.7% |
| 30D | -2.5% | -9.4% | +6.9% | -2.3% |
| 3M | +7.0% | -17.1% | +24.1% | +7.3% |
| 6M | +14.2% | +2.2% | +12.0% | +13.7% |
| YTD | +43.9% | +6.0% | +37.9% | +41.8% |
| 1Y | +47.9% | +12.7% | +35.2% | +44.2% |
| All | +78.7% | +244.8% | -166.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling