+255.6%
XOM vs SITM
+172.2%
+83.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +1.9% | +4.8% | -3.0% | +1.6% |
| 30D | +4.1% | -9.7% | +13.8% | +4.4% |
| 3M | +10.4% | -9.3% | +19.7% | +10.2% |
| 6M | +13.0% | +69.5% | -56.5% | +8.4% |
| YTD | +40.1% | +70.5% | -30.5% | +33.8% |
| 1Y | +51.1% | +145.3% | -94.1% | +40.2% |
| 3Y | +57.7% | +432.8% | -375.1% | +33.4% |
| All | +255.6% | +172.2% | +83.4% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling