+59.7%
XOM vs SITM
+423.6%
-363.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.6% |
| 7D | +1.9% | +4.8% | -3.0% | +1.8% |
| 30D | +4.1% | -9.7% | +13.8% | +4.2% |
| 3M | +10.4% | -9.3% | +19.7% | +10.3% |
| 6M | +13.0% | +69.5% | -56.5% | +10.5% |
| YTD | +40.1% | +70.5% | -30.5% | +36.6% |
| 1Y | +51.1% | +145.3% | -94.1% | +44.3% |
| All | +59.7% | +423.6% | -363.9% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling