+211.6%
XOM vs SO
+79.0%
+132.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +2.8% | +1.4% | +1.5% | +2.5% |
| 30D | -3.6% | +4.7% | -8.3% | -4.8% |
| 3M | +8.2% | +1.7% | +6.6% | +7.7% |
| 6M | +14.0% | +2.2% | +11.9% | +13.2% |
| YTD | +44.6% | +10.0% | +34.6% | +40.5% |
| 1Y | +47.8% | +6.0% | +41.7% | +45.0% |
| 3Y | +79.6% | +54.1% | +25.5% | +55.8% |
| All | +211.6% | +79.0% | +132.6% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling