+73.0%
XOM vs SN
+673.1%
-600.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -1.5% | +3.5% | -5.0% | -1.6% |
| 30D | -3.2% | +19.4% | -22.6% | -3.4% |
| 3M | +5.0% | +20.9% | -15.9% | +4.7% |
| 6M | +12.9% | +111.1% | -98.3% | +10.2% |
| YTD | +41.3% | +102.8% | -61.5% | +37.8% |
| 1Y | +43.2% | +146.2% | -103.0% | +37.4% |
| 3Y | +77.3% | +441.4% | -364.1% | +62.7% |
| All | +73.0% | +673.1% | -600.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling