+3,452.1%
XOM vs STRL
+11,482.4%
-8,030.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -7.3% | -19.8% | +12.5% | -6.6% |
| 30D | -2.6% | -43.6% | +40.9% | -0.5% |
| 3M | +3.6% | -45.2% | +48.8% | +5.8% |
| 6M | +15.3% | -65.7% | +81.0% | +19.5% |
| YTD | +39.4% | -5.4% | +44.9% | +37.0% |
| 1Y | +43.2% | -24.7% | +67.8% | +41.9% |
| 3Y | +74.9% | +335.0% | -260.1% | +57.8% |
| 5Y | +201.3% | +915.3% | -714.0% | +159.8% |
| 10Y | +188.5% | +3,877.5% | -3,689.0% | +133.2% |
| All | +3,452.1% | +11,482.4% | -8,030.3% | +2,495.0% |
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 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