+3,344.1%
XOM vs STRL
+19,359.6%
-16,015.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.4% | -1.9% |
| 7D | +1.8% | +3.4% | -1.6% | +1.6% |
| 30D | +5.9% | -9.2% | +15.1% | +6.2% |
| 3M | +5.6% | -51.0% | +56.6% | +8.3% |
| 6M | +7.9% | +15.8% | -7.9% | +5.7% |
| YTD | +35.2% | +58.9% | -23.7% | +30.4% |
| 1Y | +46.0% | +68.5% | -22.5% | +40.0% |
| 3Y | +55.0% | +485.2% | -430.2% | +38.5% |
| 5Y | +246.3% | +2,005.1% | -1,758.8% | +190.5% |
| 10Y | +181.0% | +7,118.0% | -6,937.0% | +122.3% |
| All | +3,344.1% | +19,359.6% | -16,015.5% | +2,370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling