+200.1%
XOM vs SNAP
-77.0%
+277.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.3% | +0.4% |
| 7D | +1.9% | -3.2% | +5.0% | +2.0% |
| 30D | +4.1% | +0.2% | +3.9% | +4.0% |
| 3M | +10.4% | +2.6% | +7.8% | +10.0% |
| 6M | +13.0% | +12.4% | +0.6% | +11.9% |
| YTD | +40.1% | -31.6% | +71.7% | +41.7% |
| 1Y | +51.1% | -21.7% | +72.8% | +51.6% |
| 3Y | +57.7% | -41.2% | +98.9% | +56.6% |
| 5Y | +264.7% | -92.6% | +357.3% | +286.8% |
| All | +200.1% | -77.0% | +277.1% | +162.1% |
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