+999.4%
XOM vs SRE
+1,544.3%
-544.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.8% | +2.5% |
| 7D | 0.0% | +1.5% | -1.4% | -0.6% |
| 30D | +3.4% | +0.8% | +2.6% | +2.9% |
| 3M | +11.0% | -5.8% | +16.8% | +13.6% |
| 6M | +10.6% | -7.8% | +18.4% | +13.9% |
| YTD | +39.2% | -2.4% | +41.6% | +39.5% |
| 1Y | +52.7% | +8.9% | +43.8% | +45.5% |
| 3Y | +56.8% | +31.1% | +25.7% | +33.4% |
| 5Y | +261.8% | +48.6% | +213.2% | +188.6% |
| 10Y | +191.3% | +126.1% | +65.2% | +86.6% |
| All | +999.4% | +1,544.3% | -544.9% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling