+4,391.7%
XOM vs SYY
+4,545.1%
-153.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +1.5% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | +3.4% | -2.7% | +6.2% | +4.4% |
| 3M | +11.0% | +5.9% | +5.1% | +8.8% |
| 6M | +10.6% | -2.3% | +12.9% | +10.3% |
| YTD | +39.2% | +13.1% | +26.1% | +31.8% |
| 1Y | +52.7% | +3.8% | +49.0% | +48.6% |
| 3Y | +56.8% | +26.7% | +30.0% | +41.0% |
| 5Y | +261.8% | +19.4% | +242.4% | +226.6% |
| 10Y | +191.3% | +112.0% | +79.3% | +110.6% |
| All | +4,391.7% | +4,545.1% | -153.4% | +1,654.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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