+205.4%
XOM vs SO
+197.2%
+8.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | +2.8% | +1.4% | +1.5% | +2.3% |
| 30D | -3.6% | +4.7% | -8.3% | -5.5% |
| 3M | +8.2% | +1.7% | +6.6% | +7.3% |
| 6M | +14.0% | +2.2% | +11.9% | +12.6% |
| YTD | +44.6% | +10.0% | +34.6% | +38.3% |
| 1Y | +47.8% | +6.0% | +41.7% | +43.3% |
| 3Y | +79.6% | +54.1% | +25.5% | +46.3% |
| 5Y | +214.3% | +79.6% | +134.6% | +134.7% |
| All | +205.4% | +197.2% | +8.2% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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