+68.7%
XOP vs STT
+355.2%
-286.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -8.4% | +1.1% | -9.5% | -8.9% |
| 30D | -8.4% | -1.9% | -6.4% | -7.8% |
| 3M | +0.2% | -7.6% | +7.7% | +3.3% |
| 6M | +7.2% | +16.0% | -8.8% | -0.7% |
| YTD | +40.8% | +36.2% | +4.6% | +20.0% |
| 1Y | +36.3% | +46.8% | -10.5% | +12.1% |
| 3Y | +37.2% | +177.8% | -140.6% | -16.2% |
| 5Y | +86.6% | +105.8% | -19.2% | +26.3% |
| 10Y | +44.0% | +197.6% | -153.5% | -16.0% |
| All | +68.7% | +355.2% | -286.6% | -32.5% |
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