+52.3%
XOP vs STLA
+263.8%
-211.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.8% |
| 30D | +15.4% | -1.2% | +16.7% | +15.5% |
| 3M | +12.1% | -24.8% | +36.8% | +20.0% |
| 6M | +19.7% | -25.6% | +45.3% | +26.7% |
| YTD | +52.4% | -48.9% | +101.3% | +76.5% |
| 1Y | +47.6% | -38.8% | +86.3% | +60.0% |
| 3Y | +34.4% | -64.5% | +98.9% | +64.9% |
| 5Y | +154.4% | -62.4% | +216.8% | +199.1% |
| 10Y | +54.7% | +55.4% | -0.7% | +31.6% |
| All | +52.3% | +263.8% | -211.5% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling