+52.3%
XOM vs SRE
+4.6%
+47.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +4.1% | -0.8% | +4.9% | +4.2% |
| 30D | +4.6% | -3.0% | +7.6% | +5.0% |
| 3M | +14.0% | -8.3% | +22.3% | +15.5% |
| 6M | +11.0% | -8.9% | +19.9% | +12.6% |
| YTD | +40.7% | -4.3% | +45.0% | +40.4% |
| 1Y | +52.3% | +2.7% | +49.6% | +48.1% |
| All | +52.3% | +4.6% | +47.7% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling