+422.5%
STM vs XOP
+47.9%
+374.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.5% | +6.7% |
| 7D | -5.6% | -10.0% | +4.5% | -1.9% |
| 30D | -14.4% | -9.1% | -5.4% | -11.7% |
| 3M | -20.5% | +5.1% | -25.5% | -22.3% |
| 6M | -24.5% | +6.4% | -30.9% | -27.0% |
| YTD | +72.7% | +39.7% | +33.0% | +49.2% |
| 1Y | +91.0% | +37.2% | +53.8% | +66.0% |
| 3Y | +13.5% | +37.6% | -24.1% | -2.4% |
| 5Y | -9.2% | +76.5% | -85.7% | -30.5% |
| 10Y | +422.5% | +42.6% | +379.9% | +275.0% |
| All | +422.5% | +47.9% | +374.6% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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