-29.8%
STZ vs XME
+108.0%
-137.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | +15.2% | -6.1% | +21.3% | +16.0% |
| 3M | +7.6% | -18.6% | +26.3% | +10.6% |
| 6M | +5.3% | -23.9% | +29.2% | +9.0% |
| YTD | +8.6% | -9.3% | +18.0% | +7.9% |
| 1Y | +15.6% | +1.8% | +13.8% | +12.0% |
| 3Y | -35.2% | +93.0% | -128.2% | -46.4% |
| All | -29.8% | +108.0% | -137.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling