+211.6%
XOM vs STLA
-74.6%
+286.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | +2.8% | -13.8% | +16.6% | +4.1% |
| 30D | -3.6% | -10.5% | +6.9% | -2.9% |
| 3M | +8.2% | -28.9% | +37.1% | +11.2% |
| 6M | +14.0% | -49.7% | +63.8% | +21.0% |
| YTD | +44.6% | -64.9% | +109.5% | +59.7% |
| 1Y | +47.8% | -64.0% | +111.8% | +62.3% |
| 3Y | +79.6% | -77.4% | +157.0% | +105.3% |
| All | +211.6% | -74.6% | +286.2% | +243.5% |
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