+67.0%
XOP vs STRL
+881.8%
-814.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.0% |
| 7D | -14.7% | -26.9% | +12.2% | -8.6% |
| 30D | -7.7% | -52.7% | +45.0% | +9.6% |
| 3M | +4.4% | -52.8% | +57.3% | +22.9% |
| 6M | +3.5% | -71.5% | +75.0% | +33.8% |
| YTD | +39.4% | -17.4% | +56.9% | +26.0% |
| 1Y | +39.8% | -35.0% | +74.7% | +33.5% |
| 3Y | +29.7% | +239.2% | -209.6% | -31.6% |
| 5Y | +78.6% | +830.2% | -751.6% | -34.0% |
| 10Y | +51.8% | +3,574.7% | -3,522.9% | -65.8% |
| All | +67.0% | +881.8% | -814.9% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling