+42.6%
XOP vs STT
+211.9%
-169.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -1.8% |
| 7D | -10.0% | +0.9% | -11.0% | -10.7% |
| 30D | -9.1% | -2.3% | -6.7% | -8.0% |
| 3M | +5.1% | -7.0% | +12.1% | +9.3% |
| 6M | +6.4% | +15.5% | -9.1% | -4.8% |
| YTD | +39.7% | +35.6% | +4.1% | +10.6% |
| 1Y | +37.2% | +47.9% | -10.6% | +2.3% |
| 3Y | +37.6% | +181.1% | -143.5% | -35.4% |
| 5Y | +76.5% | +108.2% | -31.7% | -4.5% |
| 10Y | +42.6% | +201.0% | -158.4% | -47.8% |
| All | +42.6% | +211.9% | -169.2% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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