+55.4%
XOP vs STT
+262.0%
-206.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +0.6% | +2.2% | -1.6% | -0.8% |
| 30D | +16.5% | +3.9% | +12.6% | +13.4% |
| 3M | +15.7% | +19.2% | -3.5% | +2.4% |
| 6M | +19.2% | +60.4% | -41.2% | -14.3% |
| YTD | +55.0% | +51.5% | +3.5% | +14.8% |
| 1Y | +54.2% | +76.3% | -22.1% | +2.5% |
| 3Y | +35.9% | +200.7% | -164.9% | -38.6% |
| 5Y | +162.4% | +157.5% | +4.9% | +22.7% |
| All | +55.4% | +262.0% | -206.7% | -49.3% |
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