+388.1%
XOM vs STLA
+263.8%
+124.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | +1.8% | +2.6% | -0.8% | +1.3% |
| 30D | +5.9% | -1.2% | +7.1% | +5.9% |
| 3M | +5.6% | -24.8% | +30.3% | +9.8% |
| 6M | +7.9% | -25.6% | +33.4% | +11.6% |
| YTD | +35.2% | -48.9% | +84.1% | +47.5% |
| 1Y | +46.0% | -38.8% | +84.8% | +53.3% |
| 3Y | +55.0% | -64.5% | +119.6% | +74.2% |
| 5Y | +246.3% | -62.4% | +308.7% | +277.3% |
| 10Y | +181.0% | +55.4% | +125.6% | +152.5% |
| All | +388.1% | +263.8% | +124.3% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling