+189.8%
XOM vs STRL
+6,993.8%
-6,804.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.4% |
| 7D | 0.0% | +8.2% | -8.2% | -0.9% |
| 30D | +3.4% | -6.3% | +9.8% | +4.0% |
| 3M | +11.0% | -41.2% | +52.2% | +17.0% |
| 6M | +10.6% | +20.4% | -9.7% | +2.0% |
| YTD | +39.2% | +61.7% | -22.5% | +21.7% |
| 1Y | +52.7% | +72.7% | -20.0% | +29.9% |
| 3Y | +56.8% | +530.9% | -474.2% | -3.6% |
| 5Y | +261.8% | +2,125.4% | -1,863.6% | +58.2% |
| All | +189.8% | +6,993.8% | -6,804.0% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling