+49.9%
XOP vs STLA
+0.5%
+49.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.2% | +3.9% |
| 7D | +0.5% | -11.6% | +12.1% | +4.8% |
| 30D | -7.3% | -6.2% | -1.1% | -6.0% |
| 3M | +1.4% | -24.6% | +26.0% | +10.2% |
| 6M | +7.8% | -44.9% | +52.7% | +29.7% |
| YTD | +44.5% | -62.3% | +106.8% | +94.3% |
| 1Y | +37.0% | -61.8% | +98.8% | +82.4% |
| 3Y | +40.8% | -75.3% | +116.1% | +111.3% |
| 5Y | +88.7% | -72.5% | +161.2% | +155.2% |
| 10Y | +49.9% | +0.8% | +49.1% | +20.8% |
| All | +49.9% | +0.5% | +49.4% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling