+261.8%
XOM vs SM
+119.2%
+142.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | +3.4% | +20.3% | -16.8% | -3.2% |
| 3M | +11.0% | +22.9% | -11.9% | +2.4% |
| 6M | +10.6% | +47.8% | -37.2% | -5.0% |
| YTD | +39.2% | +107.5% | -68.2% | +5.6% |
| 1Y | +52.7% | +51.7% | +1.0% | +28.1% |
| 3Y | +56.8% | -0.9% | +57.6% | +44.8% |
| 5Y | +261.8% | +112.2% | +149.5% | +143.9% |
| All | +261.8% | +119.2% | +142.6% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling