+211.6%
XOM vs SM
+5.5%
+206.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | +9.4% | -6.5% | -0.5% |
| 30D | -3.6% | -14.4% | +10.7% | +1.3% |
| 3M | +8.2% | +1.6% | +6.7% | +6.8% |
| 6M | +14.0% | +6.3% | +7.7% | +9.7% |
| YTD | +44.6% | +78.8% | -34.2% | +14.5% |
| 1Y | +47.8% | +83.1% | -35.4% | +15.8% |
| 3Y | +79.6% | -5.9% | +85.5% | +67.5% |
| All | +211.6% | +5.5% | +206.1% | +167.6% |
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