+192.9%
XOM vs SO
+159.0%
+33.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.7% |
| 7D | +4.1% | -1.1% | +5.2% | +4.5% |
| 30D | +4.6% | -5.0% | +9.6% | +6.7% |
| 3M | +14.0% | -5.8% | +19.7% | +16.5% |
| 6M | +11.0% | -7.9% | +18.9% | +14.2% |
| YTD | +40.7% | +2.4% | +38.3% | +38.6% |
| 1Y | +52.3% | -2.3% | +54.6% | +52.6% |
| 3Y | +60.5% | +41.9% | +18.6% | +35.5% |
| 5Y | +266.4% | +58.1% | +208.4% | +190.3% |
| All | +192.9% | +159.0% | +33.9% | +100.6% |
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