+2,729.8%
XOM vs STM
+2,285.7%
+444.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | +1.8% | +5.8% | -4.0% | +0.9% |
| 30D | +5.9% | -1.0% | +6.9% | +5.8% |
| 3M | +5.6% | -33.3% | +38.8% | +10.7% |
| 6M | +7.9% | +57.4% | -49.5% | -2.7% |
| YTD | +35.2% | +102.2% | -67.0% | +16.6% |
| 1Y | +46.0% | +99.6% | -53.6% | +25.5% |
| 3Y | +55.0% | +14.5% | +40.5% | +41.3% |
| 5Y | +246.3% | +21.4% | +224.9% | +204.2% |
| 10Y | +181.0% | +695.0% | -514.0% | +73.3% |
| All | +2,729.8% | +2,285.7% | +444.1% | +1,401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling