+82.5%
XOP vs STRL
+1,789.3%
-1,706.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.8% | -6.6% | -2.3% |
| 7D | +2.6% | +3.4% | -0.8% | +1.6% |
| 30D | +15.4% | -9.2% | +24.7% | +17.7% |
| 3M | +12.1% | -51.0% | +63.1% | +30.4% |
| 6M | +19.7% | +15.8% | +3.9% | +3.5% |
| YTD | +52.4% | +58.9% | -6.5% | +19.4% |
| 1Y | +47.6% | +68.5% | -21.0% | +10.7% |
| 3Y | +34.4% | +485.2% | -450.9% | -36.8% |
| 5Y | +154.4% | +2,005.1% | -1,850.7% | -22.6% |
| 10Y | +54.7% | +7,118.0% | -7,063.3% | -70.1% |
| All | +82.5% | +1,789.3% | -1,706.8% | -62.1% |
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