+191.6%
XOM vs STM
+660.7%
-469.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +1.9% | -1.1% | +2.9% | +2.0% |
| 30D | +4.1% | -7.8% | +11.9% | +5.2% |
| 3M | +10.4% | -28.2% | +38.6% | +14.4% |
| 6M | +13.0% | +52.0% | -38.9% | +1.5% |
| YTD | +40.1% | +96.4% | -56.3% | +19.3% |
| 1Y | +51.1% | +98.8% | -47.7% | +27.6% |
| 3Y | +57.7% | +18.3% | +39.5% | +41.5% |
| 5Y | +264.7% | +17.7% | +247.0% | +214.7% |
| All | +191.6% | +660.7% | -469.1% | +85.1% |
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 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