+136.0%
XOM vs SMR
+11.2%
+124.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.3% | -14.5% | +0.4% |
| 7D | -2.4% | +21.4% | -23.8% | -2.9% |
| 30D | +5.7% | +13.8% | -8.2% | +5.2% |
| 3M | +6.6% | +3.9% | +2.7% | +6.2% |
| 6M | +7.7% | -4.2% | +11.9% | +7.0% |
| YTD | +36.2% | -21.1% | +57.3% | +36.0% |
| 1Y | +50.5% | -67.1% | +117.6% | +53.9% |
| 3Y | +53.4% | +88.9% | -35.5% | +30.8% |
| All | +136.0% | +11.2% | +124.7% | +109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling