+191.6%
XOM vs SMTC
+516.8%
-325.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +1.9% | +17.5% | -15.7% | 0.0% |
| 30D | +4.1% | +21.3% | -17.2% | +1.4% |
| 3M | +10.4% | +3.1% | +7.3% | +8.4% |
| 6M | +13.0% | +81.7% | -68.7% | +2.2% |
| YTD | +40.1% | +115.9% | -75.9% | +23.2% |
| 1Y | +51.1% | +157.8% | -106.7% | +28.7% |
| 3Y | +57.7% | +557.3% | -499.6% | +1.9% |
| 5Y | +264.7% | +114.7% | +150.1% | +194.1% |
| All | +191.6% | +516.8% | -325.2% | +76.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling