+192.9%
XOM vs SRE
+122.3%
+70.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.8% |
| 7D | +4.1% | -0.8% | +4.9% | +4.4% |
| 30D | +4.6% | -3.0% | +7.6% | +5.7% |
| 3M | +14.0% | -8.3% | +22.3% | +17.9% |
| 6M | +11.0% | -8.9% | +19.9% | +14.8% |
| YTD | +40.7% | -4.3% | +45.0% | +42.1% |
| 1Y | +52.3% | +2.7% | +49.6% | +48.7% |
| 3Y | +60.5% | +28.7% | +31.8% | +36.3% |
| 5Y | +266.4% | +47.1% | +219.3% | +189.1% |
| All | +192.9% | +122.3% | +70.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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