+53.4%
XOM vs STRL
+531.3%
-477.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.8% |
| 7D | -2.4% | +10.1% | -12.5% | -2.3% |
| 30D | +5.7% | -8.2% | +13.9% | +5.6% |
| 3M | +6.6% | -43.7% | +50.2% | +6.6% |
| 6M | +7.7% | +27.1% | -19.4% | +6.8% |
| YTD | +36.2% | +64.0% | -27.8% | +34.2% |
| 1Y | +50.5% | +75.2% | -24.7% | +47.5% |
| 3Y | +53.4% | +539.9% | -486.5% | +43.9% |
| All | +53.4% | +531.3% | -477.9% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling