+664.5%
STM vs XOP
+52.9%
+611.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +1.7% | +1.0% | +0.7% | +1.3% |
| 30D | -5.2% | +10.8% | -16.0% | -8.5% |
| 3M | -29.6% | +19.5% | -49.1% | -34.3% |
| 6M | +54.4% | +21.6% | +32.8% | +41.8% |
| YTD | +99.5% | +55.8% | +43.7% | +66.9% |
| 1Y | +100.8% | +54.6% | +46.1% | +67.7% |
| 3Y | +20.2% | +36.6% | -16.5% | +3.8% |
| 5Y | +21.1% | +160.6% | -139.5% | -18.8% |
| 10Y | +664.5% | +56.2% | +608.3% | +431.9% |
| All | +664.5% | +52.9% | +611.6% | +431.9% |
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