+225.4%
XOM vs SITM
+4,437.5%
-4,212.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | 0.0% | +3.7% | -3.7% | -0.2% |
| 30D | +3.4% | -14.5% | +18.0% | +4.3% |
| 3M | +11.0% | -10.6% | +21.6% | +10.8% |
| 6M | +10.6% | +65.5% | -54.9% | +4.8% |
| YTD | +39.2% | +67.0% | -27.8% | +31.1% |
| 1Y | +52.7% | +138.6% | -85.9% | +38.8% |
| 3Y | +56.8% | +421.8% | -365.1% | +27.6% |
| 5Y | +261.8% | +172.4% | +89.4% | +194.0% |
| All | +225.4% | +4,437.5% | -4,212.1% | +68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling