+4,459.6%
XOM vs STT
+6,635.6%
-2,176.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.4% |
| 6M | +12.9% | +17.2% | -4.3% | +7.9% |
| YTD | +41.3% | +38.2% | +3.1% | +29.1% |
| 1Y | +43.2% | +49.3% | -6.1% | +28.2% |
| 3Y | +77.3% | +181.9% | -104.6% | +34.2% |
| 5Y | +204.8% | +106.9% | +97.9% | +143.6% |
| 10Y | +197.1% | +203.1% | -6.0% | +112.9% |
| All | +4,459.6% | +6,635.6% | -2,176.0% | +1,709.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling