+37.6%
XOP vs STLA
-73.7%
+111.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -10.0% | -6.4% | -3.7% | -9.4% |
| 30D | -9.1% | -1.3% | -7.7% | -9.1% |
| 3M | +5.1% | -19.9% | +25.0% | +7.6% |
| 6M | +6.4% | -42.9% | +49.3% | +13.6% |
| YTD | +39.7% | -59.4% | +99.1% | +58.4% |
| 1Y | +37.2% | -56.8% | +94.1% | +52.7% |
| 3Y | +37.6% | -73.1% | +110.7% | +56.8% |
| All | +37.6% | -73.7% | +111.3% | +56.8% |
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