+192.9%
XOM vs SNY
+64.5%
+128.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -3.3% | +7.4% | +4.9% |
| 30D | +4.6% | -2.2% | +6.7% | +5.1% |
| 3M | +14.0% | -3.0% | +17.0% | +14.5% |
| 6M | +11.0% | +2.7% | +8.2% | +9.6% |
| YTD | +40.7% | -6.8% | +47.5% | +42.3% |
| 1Y | +52.3% | -5.3% | +57.6% | +53.0% |
| 3Y | +60.5% | -9.8% | +70.2% | +59.7% |
| 5Y | +266.4% | +9.7% | +256.7% | +233.3% |
| All | +192.9% | +64.5% | +128.4% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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