+53.4%
XOM vs STM
+20.8%
+32.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | -2.4% | +5.2% | -7.6% | -2.4% |
| 30D | +5.7% | -7.4% | +13.0% | +5.8% |
| 3M | +6.6% | -30.6% | +37.2% | +7.3% |
| 6M | +7.7% | +66.4% | -58.7% | +2.8% |
| YTD | +36.2% | +101.1% | -65.0% | +28.0% |
| 1Y | +50.5% | +97.4% | -46.9% | +41.2% |
| 3Y | +53.4% | +21.1% | +32.2% | +32.0% |
| All | +53.4% | +20.8% | +32.5% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling