+3,012.1%
XOM vs SM
+1,670.2%
+1,341.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | 0.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +5.7% | +31.5% | -25.9% | -0.2% |
| 3M | +6.6% | +17.3% | -10.8% | +2.7% |
| 6M | +7.7% | +48.5% | -40.9% | -1.4% |
| YTD | +36.2% | +106.3% | -70.1% | +16.5% |
| 1Y | +50.5% | +47.3% | +3.2% | +37.1% |
| 3Y | +53.4% | -1.4% | +54.8% | +47.7% |
| 5Y | +254.2% | +114.0% | +140.1% | +186.4% |
| 10Y | +177.9% | +12.5% | +165.4% | +75.8% |
| All | +3,012.1% | +1,670.2% | +1,341.9% | +1,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling