+51.1%
XOM vs SN
+41.3%
+9.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | 0.0% |
| 7D | +1.9% | -7.2% | +9.1% | +0.7% |
| 30D | +4.1% | -13.4% | +17.4% | +1.9% |
| 3M | +10.4% | +26.8% | -16.4% | +14.4% |
| 6M | +13.0% | +44.6% | -31.6% | +19.9% |
| YTD | +40.1% | +45.3% | -5.2% | +47.5% |
| 1Y | +51.1% | +40.1% | +11.0% | +55.2% |
| All | +51.1% | +41.3% | +9.8% | +55.2% |
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