+4,543.5%
XOM vs SAN
+1,723.1%
+2,820.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.6% | +2.6% |
| 7D | +2.7% | +1.0% | +1.7% | +2.3% |
| 30D | -2.5% | -9.4% | +6.9% | -0.4% |
| 3M | +7.0% | -17.1% | +24.1% | +11.5% |
| 6M | +14.2% | +2.2% | +12.0% | +11.8% |
| YTD | +43.9% | +6.0% | +37.9% | +37.6% |
| 1Y | +47.9% | +12.7% | +35.2% | +38.9% |
| 3Y | +80.6% | +242.1% | -161.6% | +22.4% |
| 5Y | +212.8% | +293.6% | -80.8% | +97.4% |
| 10Y | +202.6% | +266.1% | -63.5% | +88.0% |
| All | +4,543.5% | +1,723.1% | +2,820.4% | +2,125.1% |
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 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