+50.2%
XOP vs STRL
+7,463.3%
-7,413.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.6% | +1.0% |
| 7D | +0.6% | +10.1% | -9.5% | -1.6% |
| 30D | +16.5% | -8.2% | +24.7% | +18.3% |
| 3M | +15.7% | -43.7% | +59.4% | +28.6% |
| 6M | +19.2% | +27.1% | -7.9% | +1.1% |
| YTD | +55.0% | +64.0% | -9.0% | +21.0% |
| 1Y | +54.2% | +75.2% | -21.0% | +14.7% |
| 3Y | +35.9% | +539.9% | -504.0% | -40.5% |
| 5Y | +162.4% | +2,133.0% | -1,970.6% | -31.6% |
| 10Y | +50.2% | +7,178.3% | -7,128.1% | -75.0% |
| All | +50.2% | +7,463.3% | -7,413.1% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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