+201.3%
XOM vs STRL
+900.6%
-699.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.3% | -19.8% | +12.5% | -6.8% |
| 30D | -2.6% | -43.6% | +40.9% | -1.3% |
| 3M | +3.6% | -45.2% | +48.8% | +5.0% |
| 6M | +15.3% | -65.7% | +81.0% | +18.4% |
| YTD | +39.4% | -5.4% | +44.9% | +34.0% |
| 1Y | +43.2% | -24.7% | +67.8% | +39.5% |
| 3Y | +74.9% | +335.0% | -260.1% | +36.2% |
| 5Y | +201.3% | +915.3% | -714.0% | +79.4% |
| All | +201.3% | +900.6% | -699.3% | +79.4% |
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