+52.6%
XOM vs STM
+92.4%
-39.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.1% | +1.4% | -5.1% |
| 7D | -7.0% | -6.0% | -1.0% | -7.5% |
| 30D | +3.2% | -20.9% | +24.2% | +1.4% |
| 3M | +10.7% | -15.8% | +26.4% | +9.4% |
| 6M | +11.6% | -17.0% | +28.7% | +10.7% |
| YTD | +43.5% | +76.8% | -33.3% | +46.2% |
| 1Y | +52.6% | +96.5% | -43.9% | +55.1% |
| All | +52.6% | +92.4% | -39.8% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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