+4,261.5%
XOM vs SAN
+2,116.5%
+2,145.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +1.8% | +1.8% | 0.0% | +1.3% |
| 30D | +5.9% | +2.0% | +3.9% | +5.2% |
| 3M | +5.6% | +19.7% | -14.2% | +0.1% |
| 6M | +7.9% | +30.6% | -22.8% | -1.1% |
| YTD | +35.2% | +28.8% | +6.3% | +23.6% |
| 1Y | +46.0% | +57.8% | -11.8% | +26.1% |
| 3Y | +55.0% | +338.1% | -283.1% | -1.1% |
| 5Y | +246.3% | +384.2% | -137.9% | +108.2% |
| 10Y | +181.0% | +353.1% | -172.2% | +66.1% |
| All | +4,261.5% | +2,116.5% | +2,145.1% | +1,899.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling