+201.3%
XOM vs STM
-6.5%
+207.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -7.3% | -7.9% | +0.6% | -7.0% |
| 30D | -2.6% | -14.1% | +11.5% | -2.0% |
| 3M | +3.6% | -17.6% | +21.2% | +4.4% |
| 6M | +15.3% | -24.2% | +39.5% | +15.3% |
| YTD | +39.4% | +73.3% | -33.9% | +28.3% |
| 1Y | +43.2% | +90.1% | -46.9% | +30.4% |
| 3Y | +74.9% | +10.3% | +64.6% | +62.6% |
| 5Y | +201.3% | -5.7% | +207.0% | +171.9% |
| All | +201.3% | -6.5% | +207.8% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling