+261.8%
XOM vs SO
+57.7%
+204.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.4% | -2.5% | +5.9% | +4.1% |
| 3M | +11.0% | -4.2% | +15.2% | +12.2% |
| 6M | +10.6% | -7.7% | +18.3% | +12.8% |
| YTD | +39.2% | +3.8% | +35.4% | +37.4% |
| 1Y | +52.7% | +0.1% | +52.7% | +52.0% |
| 3Y | +56.8% | +44.2% | +12.6% | +38.8% |
| 5Y | +261.8% | +57.9% | +203.9% | +211.0% |
| All | +261.8% | +57.7% | +204.1% | +211.0% |
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