+4,261.5%
XOM vs SMTC
+62,999.7%
-58,738.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.2% | -10.9% | -2.3% |
| 7D | +1.8% | +12.7% | -11.0% | +1.0% |
| 30D | +5.9% | +22.0% | -16.1% | +4.2% |
| 3M | +5.6% | -12.7% | +18.2% | +5.6% |
| 6M | +7.9% | +64.8% | -56.9% | +2.9% |
| YTD | +35.2% | +100.7% | -65.5% | +27.1% |
| 1Y | +46.0% | +146.9% | -100.9% | +35.0% |
| 3Y | +55.0% | +456.8% | -401.8% | +30.4% |
| 5Y | +246.3% | +89.2% | +157.1% | +209.0% |
| 10Y | +181.0% | +426.9% | -245.9% | +133.0% |
| All | +4,261.5% | +62,999.7% | -58,738.2% | +3,274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling