+3,204.5%
XOM vs SM
+1,434.4%
+1,770.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | +9.4% | -6.5% | +0.9% |
| 30D | -3.6% | -14.4% | +10.7% | -0.7% |
| 3M | +8.2% | +1.6% | +6.7% | +7.5% |
| 6M | +14.0% | +6.3% | +7.7% | +11.8% |
| YTD | +44.6% | +78.8% | -34.2% | +27.0% |
| 1Y | +47.8% | +83.1% | -35.4% | +29.0% |
| 3Y | +79.6% | -5.9% | +85.5% | +74.3% |
| 5Y | +214.3% | +4.8% | +209.5% | +191.1% |
| 10Y | +204.0% | +17.5% | +186.5% | +91.6% |
| All | +3,204.5% | +1,434.4% | +1,770.1% | +1,235.8% |
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