+76.1%
XOM vs SN
+650.0%
-573.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.9% |
| 7D | +2.7% | +1.4% | +1.3% | +2.7% |
| 30D | -2.5% | +16.6% | -19.1% | -2.7% |
| 3M | +7.0% | +18.3% | -11.3% | +6.7% |
| 6M | +14.2% | +103.1% | -88.8% | +11.6% |
| YTD | +43.9% | +96.7% | -52.8% | +40.4% |
| 1Y | +47.9% | +134.3% | -86.4% | +42.2% |
| 3Y | +80.6% | +425.2% | -344.6% | +65.7% |
| All | +76.1% | +650.0% | -573.8% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling