+191.6%
XOM vs STLA
+51.6%
+139.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +1.9% | -3.8% | +5.7% | +2.7% |
| 30D | +4.1% | -3.1% | +7.2% | +4.5% |
| 3M | +10.4% | -19.6% | +30.0% | +15.1% |
| 6M | +13.0% | -23.5% | +36.5% | +17.6% |
| YTD | +40.1% | -51.5% | +91.6% | +60.9% |
| 1Y | +51.1% | -39.7% | +90.8% | +61.8% |
| 3Y | +57.7% | -66.3% | +124.0% | +89.1% |
| 5Y | +264.7% | -63.1% | +327.9% | +309.7% |
| All | +191.6% | +51.6% | +139.9% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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