+46.0%
XOM vs SMR
-76.3%
+122.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +1.8% | +4.4% | -2.7% | +1.9% |
| 30D | +5.9% | +3.4% | +2.4% | +6.1% |
| 3M | +5.6% | -19.2% | +24.7% | +5.5% |
| 6M | +7.9% | -22.6% | +30.5% | +8.3% |
| YTD | +35.2% | -31.5% | +66.7% | +36.4% |
| 1Y | +46.0% | -73.1% | +119.1% | +45.8% |
| All | +46.0% | -76.3% | +122.3% | +45.8% |
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