+52.6%
XOM vs SN
+156.5%
-103.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.1% | -8.7% | -3.8% |
| 7D | -7.0% | +10.6% | -17.6% | -5.0% |
| 30D | +3.2% | +20.0% | -16.8% | +7.2% |
| 3M | +10.7% | +30.4% | -19.7% | +17.1% |
| 6M | +11.6% | +91.0% | -79.4% | +27.3% |
| YTD | +43.5% | +95.9% | -52.5% | +63.2% |
| 1Y | +52.6% | +158.9% | -106.3% | +73.5% |
| All | +52.6% | +156.5% | -103.9% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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