+82.5%
XOP vs STT
+412.6%
-330.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | +15.4% | +3.9% | +11.6% | +13.3% |
| 3M | +12.1% | +20.0% | -7.9% | +2.7% |
| 6M | +19.7% | +55.3% | -35.6% | -3.2% |
| YTD | +52.4% | +53.3% | -0.9% | +23.5% |
| 1Y | +47.6% | +74.7% | -27.1% | +12.4% |
| 3Y | +34.4% | +205.8% | -171.5% | -21.2% |
| 5Y | +154.4% | +145.0% | +9.4% | +59.7% |
| 10Y | +54.7% | +266.0% | -211.3% | -16.9% |
| All | +82.5% | +412.6% | -330.0% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling