-37.0%
STZ vs XME
+84.7%
-121.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -2.0% |
| 7D | +4.9% | -4.5% | +9.4% | +5.2% |
| 30D | +20.9% | -10.9% | +31.7% | +21.9% |
| 3M | +8.0% | -15.3% | +23.2% | +9.2% |
| 6M | -5.3% | -24.6% | +19.3% | -3.0% |
| YTD | +5.9% | -9.6% | +15.6% | +4.6% |
| 1Y | +14.2% | +2.9% | +11.3% | +10.1% |
| 3Y | -37.0% | +86.9% | -123.9% | -47.9% |
| All | -37.0% | +84.7% | -121.7% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling