+228.8%
XOM vs SITM
+4,789.7%
-4,560.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | +0.1% |
| 7D | +4.1% | +3.9% | +0.2% | +3.8% |
| 30D | +4.6% | -6.6% | +11.2% | +4.9% |
| 3M | +14.0% | -11.9% | +25.8% | +14.0% |
| 6M | +11.0% | +81.1% | -70.2% | +4.5% |
| YTD | +40.7% | +80.0% | -39.3% | +31.9% |
| 1Y | +52.3% | +145.8% | -93.5% | +38.3% |
| 3Y | +60.5% | +475.9% | -415.4% | +29.7% |
| 5Y | +266.4% | +189.2% | +77.2% | +196.9% |
| All | +228.8% | +4,789.7% | -4,560.8% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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