+51.7%
XOP vs STLA
-4.1%
+55.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.3% |
| 7D | +6.3% | -13.8% | +20.1% | +11.8% |
| 30D | -6.6% | -10.5% | +3.9% | -3.8% |
| 3M | +3.6% | -28.9% | +32.4% | +14.7% |
| 6M | +10.8% | -49.7% | +60.5% | +37.7% |
| YTD | +48.3% | -64.9% | +113.2% | +104.6% |
| 1Y | +42.9% | -64.0% | +107.0% | +94.1% |
| 3Y | +43.3% | -77.4% | +120.7% | +122.5% |
| 5Y | +94.0% | -74.4% | +168.4% | +169.0% |
| All | +51.7% | -4.1% | +55.8% | +9.5% |
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