+52.6%
XOM vs STRL
-30.1%
+82.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -21.5% | +16.8% | -5.2% |
| 7D | -7.0% | -27.1% | +20.1% | -7.9% |
| 30D | +3.2% | -45.8% | +49.0% | +1.1% |
| 3M | +10.7% | -47.6% | +58.3% | +8.5% |
| 6M | +11.6% | -46.4% | +58.0% | +10.1% |
| YTD | +43.5% | -7.4% | +50.9% | +45.4% |
| 1Y | +52.6% | -25.9% | +78.5% | +53.5% |
| All | +52.6% | -30.1% | +82.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling