+72.2%
XOM vs SN
+447.8%
-375.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +4.1% | -7.3% | +11.3% | +4.2% |
| 30D | +4.6% | -13.6% | +18.2% | +4.9% |
| 3M | +14.0% | +18.6% | -4.6% | +13.1% |
| 6M | +11.0% | +46.0% | -35.0% | +9.0% |
| YTD | +40.7% | +43.7% | -3.0% | +38.0% |
| 1Y | +52.3% | +39.2% | +13.1% | +49.6% |
| 3Y | +60.5% | +306.5% | -246.0% | +48.3% |
| All | +72.2% | +447.8% | -375.6% | +59.3% |
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