+335.1%
STM vs XOP
+67.4%
+267.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | -14.7% | +4.0% | -4.2% |
| 30D | -25.7% | -7.7% | -18.1% | -23.3% |
| 3M | -21.6% | +4.4% | -26.0% | -23.7% |
| 6M | -27.8% | +3.5% | -31.3% | -30.0% |
| YTD | +61.8% | +39.4% | +22.3% | +35.1% |
| 1Y | +78.1% | +39.8% | +38.3% | +48.4% |
| 3Y | +4.9% | +29.7% | -24.8% | -10.7% |
| 5Y | -14.3% | +78.6% | -92.8% | -39.9% |
| 10Y | +414.1% | +51.8% | +362.2% | +223.9% |
| All | +335.1% | +67.4% | +267.7% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling