+67.3%
XOP vs STRL
+1,028.8%
-961.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.0% | -14.8% | -3.5% |
| 7D | -10.0% | -13.3% | +3.3% | -7.8% |
| 30D | -9.1% | -43.3% | +34.3% | +2.9% |
| 3M | +5.1% | -46.9% | +51.9% | +19.7% |
| 6M | +6.4% | -65.6% | +72.0% | +30.9% |
| YTD | +39.7% | -5.1% | +44.8% | +21.6% |
| 1Y | +37.2% | -23.1% | +60.3% | +25.3% |
| 3Y | +37.6% | +346.8% | -309.2% | -32.6% |
| 5Y | +76.5% | +907.2% | -830.7% | -36.0% |
| 10Y | +42.6% | +3,988.2% | -3,945.5% | -68.8% |
| All | +67.3% | +1,028.8% | -961.5% | -61.4% |
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