+264.7%
XOM vs SFM
+212.1%
+52.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +0.7% |
| 7D | +1.9% | -8.8% | +10.6% | +2.3% |
| 30D | +4.1% | -14.5% | +18.5% | +4.9% |
| 3M | +10.4% | -16.8% | +27.2% | +11.3% |
| 6M | +13.0% | -5.3% | +18.4% | +12.9% |
| YTD | +40.1% | -9.4% | +49.4% | +40.2% |
| 1Y | +51.1% | -46.2% | +97.3% | +56.0% |
| 3Y | +57.7% | +81.3% | -23.5% | +49.8% |
| 5Y | +264.7% | +211.9% | +52.9% | +244.5% |
| All | +264.7% | +212.1% | +52.6% | +244.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling