+205.4%
XOM vs STRL
+3,697.3%
-3,491.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.8% |
| 7D | +2.8% | +15.7% | -12.8% | +1.0% |
| 30D | -3.6% | -35.5% | +31.8% | +0.7% |
| 3M | +8.2% | -47.1% | +55.4% | +15.2% |
| 6M | +14.0% | -65.8% | +79.8% | +26.2% |
| YTD | +44.6% | -4.5% | +49.1% | +32.9% |
| 1Y | +47.8% | -10.5% | +58.2% | +36.5% |
| 3Y | +79.6% | +340.6% | -261.0% | +12.0% |
| 5Y | +214.3% | +911.0% | -696.7% | +52.6% |
| All | +205.4% | +3,697.3% | -3,491.9% | +10.5% |
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