+35.2%
XOP vs STLA
-64.4%
+99.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +2.6% | +2.6% | 0.0% | +2.2% |
| 30D | +15.4% | -1.2% | +16.7% | +15.5% |
| 3M | +12.1% | -24.8% | +36.8% | +16.1% |
| 6M | +19.7% | -25.6% | +45.3% | +23.2% |
| YTD | +52.4% | -48.9% | +101.3% | +68.3% |
| 1Y | +47.6% | -38.8% | +86.3% | +53.8% |
| All | +35.2% | -64.4% | +99.6% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling