+261.8%
XOM vs STLA
-63.2%
+325.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.4% |
| 7D | 0.0% | +0.4% | -0.3% | 0.0% |
| 30D | +3.4% | -5.2% | +8.6% | +3.9% |
| 3M | +11.0% | -24.9% | +35.9% | +14.0% |
| 6M | +10.6% | -25.2% | +35.8% | +12.9% |
| YTD | +39.2% | -51.4% | +90.6% | +50.2% |
| 1Y | +52.7% | -40.7% | +93.4% | +58.3% |
| 3Y | +56.8% | -66.3% | +123.0% | +72.6% |
| 5Y | +261.8% | -63.2% | +325.0% | +286.7% |
| All | +261.8% | -63.2% | +325.0% | +286.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling