+67.0%
XOP vs STT
+336.8%
-269.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -14.7% | -2.5% | -12.2% | -13.8% |
| 30D | -7.7% | -5.0% | -2.7% | -5.8% |
| 3M | +4.4% | -10.5% | +14.9% | +9.3% |
| 6M | +3.5% | +10.0% | -6.5% | -1.8% |
| YTD | +39.4% | +30.7% | +8.7% | +21.0% |
| 1Y | +39.8% | +43.8% | -4.0% | +16.1% |
| 3Y | +29.7% | +168.1% | -138.4% | -19.5% |
| 5Y | +78.6% | +101.4% | -22.8% | +22.0% |
| 10Y | +51.8% | +211.3% | -159.5% | -12.6% |
| All | +67.0% | +336.8% | -269.9% | -32.0% |
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