+52.3%
XOM vs SITM
+155.7%
-103.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | +0.7% |
| 7D | +4.1% | +3.9% | +0.2% | +4.3% |
| 30D | +4.6% | -6.6% | +11.2% | +4.4% |
| 3M | +14.0% | -11.9% | +25.8% | +13.6% |
| 6M | +11.0% | +81.1% | -70.2% | +13.5% |
| YTD | +40.7% | +80.0% | -39.3% | +44.5% |
| 1Y | +52.3% | +145.8% | -93.5% | +56.3% |
| All | +52.3% | +155.7% | -103.4% | +56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling