-32.8%
STZ vs XME
+176.2%
-209.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | -1.9% | +6.0% | -7.9% | -2.9% |
| 3M | -6.2% | -7.7% | +1.5% | -5.2% |
| 6M | -14.0% | +1.0% | -15.0% | -14.8% |
| YTD | -5.1% | +14.6% | -19.8% | -8.7% |
| 1Y | -9.6% | +46.0% | -55.5% | -17.6% |
| 3Y | -47.2% | +127.0% | -174.3% | -56.9% |
| All | -32.8% | +176.2% | -209.0% | -47.8% |
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