+208.4%
XOM vs SNAP
-78.3%
+286.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.1% | +1.9% |
| 7D | +2.7% | +2.6% | +0.2% | +2.6% |
| 30D | -2.5% | -19.6% | +17.1% | -1.7% |
| 3M | +7.0% | +0.4% | +6.6% | +6.7% |
| 6M | +14.2% | -5.9% | +20.2% | +14.0% |
| YTD | +43.9% | -35.3% | +79.2% | +45.7% |
| 1Y | +47.9% | -42.6% | +90.5% | +50.5% |
| 3Y | +80.6% | -53.9% | +134.5% | +81.4% |
| 5Y | +212.8% | -90.3% | +303.1% | +226.8% |
| All | +208.4% | -78.3% | +286.6% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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