+52.6%
XOM vs SMR
-87.0%
+139.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.5% | -0.1% | -4.8% |
| 7D | -7.0% | -9.5% | +2.5% | -7.5% |
| 30D | +3.2% | -33.2% | +36.4% | +1.4% |
| 3M | +10.7% | -45.9% | +56.6% | +8.1% |
| 6M | +11.6% | -57.9% | +69.5% | +8.9% |
| YTD | +43.5% | -63.8% | +107.3% | +42.0% |
| 1Y | +52.6% | -85.6% | +138.2% | +49.4% |
| All | +52.6% | -87.0% | +139.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling