+204.8%
XOM vs STT
+109.1%
+95.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.0% |
| 7D | -1.5% | +0.4% | -2.0% | -1.6% |
| 30D | -3.2% | -0.4% | -2.7% | -3.2% |
| 3M | +5.0% | -6.5% | +11.5% | +6.5% |
| 6M | +12.9% | +17.2% | -4.3% | +7.6% |
| YTD | +41.3% | +38.2% | +3.1% | +27.8% |
| 1Y | +43.2% | +49.3% | -6.1% | +26.5% |
| 3Y | +77.3% | +181.9% | -104.6% | +27.3% |
| 5Y | +204.8% | +106.9% | +97.9% | +124.1% |
| All | +204.8% | +109.1% | +95.7% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling