+58.8%
XOM vs SN
+368.4%
-309.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.6% | +2.3% |
| 7D | 0.0% | -3.4% | +3.4% | +0.2% |
| 30D | +3.4% | -9.1% | +12.5% | +3.7% |
| 3M | +11.0% | +31.8% | -20.8% | +9.4% |
| 6M | +10.6% | +52.0% | -41.4% | +7.9% |
| YTD | +39.2% | +51.3% | -12.1% | +35.4% |
| 1Y | +52.7% | +46.9% | +5.9% | +48.8% |
| All | +58.8% | +368.4% | -309.7% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling