+204.0%
XOM vs STM
+467.4%
-263.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +2.7% | +16.3% | -13.6% | +0.5% |
| 30D | -2.5% | -6.3% | +3.8% | -1.9% |
| 3M | +7.0% | -14.1% | +21.1% | +8.5% |
| 6M | +14.2% | -19.6% | +33.8% | +14.4% |
| YTD | +43.9% | +80.1% | -36.2% | +23.1% |
| 1Y | +47.9% | +95.4% | -47.5% | +24.4% |
| 3Y | +80.6% | +14.7% | +65.9% | +61.2% |
| 5Y | +212.8% | -5.4% | +218.2% | +181.3% |
| All | +204.0% | +467.4% | -263.4% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling