+21.0%
STM vs XOP
+156.6%
-135.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +5.8% | +2.6% | +3.2% | +4.8% |
| 30D | -1.0% | +15.4% | -16.5% | -6.0% |
| 3M | -33.3% | +12.1% | -45.3% | -36.2% |
| 6M | +57.4% | +19.7% | +37.7% | +44.7% |
| YTD | +102.2% | +52.4% | +49.8% | +67.8% |
| 1Y | +99.6% | +47.6% | +52.0% | +67.1% |
| 3Y | +14.5% | +34.4% | -19.8% | -3.2% |
| All | +21.0% | +156.6% | -135.7% | -12.4% |
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