+191.6%
XOM vs STRL
+6,846.4%
-6,654.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | +1.9% | +5.4% | -3.5% | +1.2% |
| 30D | +4.1% | -9.0% | +13.1% | +5.0% |
| 3M | +10.4% | -37.1% | +47.5% | +15.4% |
| 6M | +13.0% | +17.8% | -4.8% | +4.5% |
| YTD | +40.1% | +58.3% | -18.3% | +22.7% |
| 1Y | +51.1% | +61.0% | -9.9% | +30.0% |
| 3Y | +57.7% | +517.8% | -460.1% | -2.8% |
| 5Y | +264.7% | +2,119.0% | -1,854.3% | +59.2% |
| All | +191.6% | +6,846.4% | -6,654.9% | -5.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling