+192.9%
XOM vs SM
+23.0%
+169.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +4.1% | +4.6% | -0.5% | +3.1% |
| 30D | +4.6% | +18.2% | -13.6% | +0.7% |
| 3M | +14.0% | +22.5% | -8.6% | +8.5% |
| 6M | +11.0% | +50.6% | -39.6% | +0.6% |
| YTD | +40.7% | +108.1% | -67.4% | +18.6% |
| 1Y | +52.3% | +46.0% | +6.3% | +37.9% |
| 3Y | +60.5% | +2.9% | +57.6% | +52.3% |
| 5Y | +266.4% | +112.6% | +153.8% | +194.2% |
| All | +192.9% | +23.0% | +169.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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