+204.7%
XOM vs SE
+363.8%
-159.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.4% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -3.6% | -20.9% | +17.3% | -2.3% |
| 3M | +8.2% | -38.9% | +47.1% | +11.4% |
| 6M | +14.0% | -19.4% | +33.5% | +14.9% |
| YTD | +44.6% | -40.9% | +85.5% | +48.3% |
| 1Y | +47.8% | -46.2% | +94.0% | +52.4% |
| 3Y | +79.6% | +63.7% | +15.8% | +67.0% |
| 5Y | +214.3% | -77.9% | +292.2% | +232.7% |
| All | +204.7% | +363.8% | -159.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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