+191.6%
XOM vs STT
+267.9%
-76.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -1.4% | +3.2% | +2.4% |
| 30D | +4.1% | +2.2% | +1.9% | +3.0% |
| 3M | +10.4% | +18.8% | -8.4% | +2.3% |
| 6M | +13.0% | +57.9% | -44.9% | -7.8% |
| YTD | +40.1% | +51.0% | -10.9% | +15.9% |
| 1Y | +51.1% | +77.1% | -26.0% | +16.3% |
| 3Y | +57.7% | +199.8% | -142.1% | -6.2% |
| 5Y | +264.7% | +156.0% | +108.8% | +121.0% |
| All | +191.6% | +267.9% | -76.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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