+4,261.5%
XOM vs SO
+5,976.4%
-1,714.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | +1.8% | -0.2% | +1.9% | +1.8% |
| 30D | +5.9% | -4.6% | +10.4% | +8.0% |
| 3M | +5.6% | -3.0% | +8.6% | +6.8% |
| 6M | +7.9% | -8.3% | +16.1% | +11.6% |
| YTD | +35.2% | +3.5% | +31.6% | +32.4% |
| 1Y | +46.0% | -0.9% | +46.9% | +45.5% |
| 3Y | +55.0% | +45.4% | +9.7% | +28.2% |
| 5Y | +246.3% | +59.6% | +186.7% | +170.3% |
| 10Y | +181.0% | +156.6% | +24.4% | +71.0% |
| All | +4,261.5% | +5,976.4% | -1,714.8% | +687.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling