+1,967.8%
STX vs XOP
+44.9%
+1,922.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -17.3% | -8.4% | -8.9% | -15.0% |
| 30D | -35.9% | -8.4% | -27.6% | -34.2% |
| 3M | -37.3% | +0.2% | -37.5% | -37.5% |
| 6M | -35.8% | +7.2% | -43.0% | -37.5% |
| YTD | +82.7% | +40.8% | +41.9% | +62.0% |
| 1Y | +71.6% | +36.3% | +35.3% | +53.3% |
| 3Y | +635.3% | +37.2% | +598.1% | +548.9% |
| 5Y | +483.8% | +86.6% | +397.1% | +361.5% |
| 10Y | +1,967.8% | +44.0% | +1,923.7% | +1,553.7% |
| All | +1,967.8% | +44.9% | +1,922.8% | +1,553.7% |
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