+60.5%
XOM vs SMTC
+579.3%
-518.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.5% |
| 7D | +4.1% | +13.1% | -9.0% | +4.1% |
| 30D | +4.6% | +19.5% | -14.9% | +4.6% |
| 3M | +14.0% | +2.2% | +11.7% | +14.0% |
| 6M | +11.0% | +94.9% | -83.9% | +10.3% |
| YTD | +40.7% | +127.0% | -86.2% | +39.4% |
| 1Y | +52.3% | +174.6% | -122.3% | +50.0% |
| 3Y | +60.5% | +615.9% | -555.5% | +51.3% |
| All | +60.5% | +579.3% | -518.8% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling