+261.8%
XOM vs STRL
+2,102.6%
-1,840.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | 0.0% | +8.2% | -8.2% | -0.2% |
| 30D | +3.4% | -6.3% | +9.8% | +3.6% |
| 3M | +11.0% | -41.2% | +52.2% | +12.9% |
| 6M | +10.6% | +20.4% | -9.7% | +7.1% |
| YTD | +39.2% | +61.7% | -22.5% | +31.5% |
| 1Y | +52.7% | +72.7% | -20.0% | +42.2% |
| 3Y | +56.8% | +530.9% | -474.2% | +20.7% |
| 5Y | +261.8% | +2,125.4% | -1,863.6% | +90.0% |
| All | +261.8% | +2,102.6% | -1,840.8% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling