-4.6%
STM vs XOP
+94.3%
-98.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +12.0% | +6.3% | +5.7% | +9.7% |
| 30D | -0.4% | -6.6% | +6.2% | +1.8% |
| 3M | -13.2% | +3.6% | -16.7% | -14.7% |
| 6M | -26.1% | +10.8% | -36.8% | -29.6% |
| YTD | +81.2% | +48.3% | +32.9% | +50.2% |
| 1Y | +98.3% | +42.9% | +55.4% | +66.9% |
| 3Y | +16.7% | +43.3% | -26.6% | -4.2% |
| All | -4.6% | +94.3% | -98.9% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling