+43.3%
XOP vs STRL
+341.0%
-297.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.1% |
| 7D | +6.3% | +15.7% | -9.3% | +5.3% |
| 30D | -6.6% | -35.5% | +28.9% | -4.5% |
| 3M | +3.6% | -47.1% | +50.7% | +6.8% |
| 6M | +10.8% | -65.8% | +76.5% | +16.7% |
| YTD | +48.3% | -4.5% | +52.8% | +38.4% |
| 1Y | +42.9% | -10.5% | +53.4% | +34.2% |
| 3Y | +43.3% | +340.6% | -297.3% | +1.5% |
| All | +43.3% | +341.0% | -297.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling