+56.2%
XOP vs STLA
+46.8%
+9.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.2% |
| 7D | +1.0% | +0.4% | +0.6% | +0.7% |
| 30D | +10.8% | -5.2% | +16.0% | +12.5% |
| 3M | +19.5% | -24.9% | +44.3% | +30.8% |
| 6M | +21.6% | -25.2% | +46.8% | +30.5% |
| YTD | +55.8% | -51.4% | +107.3% | +93.7% |
| 1Y | +54.6% | -40.7% | +95.3% | +73.0% |
| 3Y | +36.6% | -66.3% | +102.9% | +83.0% |
| 5Y | +160.6% | -63.2% | +223.9% | +219.5% |
| 10Y | +56.2% | +48.7% | +7.5% | +11.7% |
| All | +56.2% | +46.8% | +9.5% | +11.7% |
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