+52.6%
XOM vs SMTC
+70.8%
-18.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -12.9% | +8.3% | -5.2% |
| 7D | -7.0% | -24.5% | +17.5% | -8.4% |
| 30D | +3.2% | -42.5% | +45.7% | +0.1% |
| 3M | +10.7% | -14.1% | +24.7% | +10.5% |
| 6M | +11.6% | +3.6% | +8.0% | +14.7% |
| YTD | +43.5% | +50.6% | -7.1% | +54.3% |
| 1Y | +52.6% | +72.2% | -19.6% | +66.9% |
| All | +52.6% | +70.8% | -18.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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