+58.8%
XOM vs SFM
+83.0%
-24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.2% | +2.4% |
| 7D | 0.0% | -7.2% | +7.2% | +0.3% |
| 30D | +3.4% | -14.3% | +17.8% | +4.1% |
| 3M | +11.0% | -13.7% | +24.7% | +11.6% |
| 6M | +10.6% | -6.0% | +16.6% | +10.6% |
| YTD | +39.2% | -8.2% | +47.4% | +39.3% |
| 1Y | +52.7% | -46.2% | +99.0% | +57.8% |
| All | +58.8% | +83.0% | -24.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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