+261.8%
XOM vs STM
+21.1%
+240.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | 0.0% | +1.7% | -1.6% | 0.0% |
| 30D | +3.4% | -5.2% | +8.6% | +3.7% |
| 3M | +11.0% | -29.6% | +40.6% | +12.8% |
| 6M | +10.6% | +54.4% | -43.7% | +4.4% |
| YTD | +39.2% | +99.5% | -60.3% | +27.6% |
| 1Y | +52.7% | +100.8% | -48.0% | +39.3% |
| 3Y | +56.8% | +20.2% | +36.6% | +45.9% |
| 5Y | +261.8% | +21.1% | +240.6% | +226.1% |
| All | +261.8% | +21.1% | +240.7% | +226.1% |
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 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