+147.5%
XEL vs STZ
-10.3%
+157.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | -1.2% | -4.1% | +2.9% | -0.2% |
| 30D | -2.9% | -7.6% | +4.7% | -1.0% |
| 3M | -2.7% | -12.3% | +9.6% | +0.6% |
| 6M | -6.5% | -16.3% | +9.8% | -2.3% |
| YTD | +3.6% | -8.4% | +12.0% | +4.9% |
| 1Y | +7.5% | -10.8% | +18.3% | +9.4% |
| 3Y | +46.3% | -49.0% | +95.3% | +73.4% |
| 5Y | +30.5% | -36.5% | +67.0% | +43.8% |
| All | +147.5% | -10.3% | +157.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling