+203.2%
XOM vs SE
+358.6%
-155.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +2.7% | -1.5% | +4.2% | +2.8% |
| 30D | -2.5% | -22.3% | +19.8% | -1.1% |
| 3M | +7.0% | -41.8% | +48.8% | +10.4% |
| 6M | +14.2% | -22.4% | +36.6% | +15.3% |
| YTD | +43.9% | -41.6% | +85.5% | +47.7% |
| 1Y | +47.9% | -48.0% | +95.9% | +52.9% |
| 3Y | +80.6% | +63.9% | +16.7% | +68.0% |
| 5Y | +212.8% | -78.2% | +291.0% | +231.4% |
| All | +203.2% | +358.6% | -155.3% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling