+1,807.9%
XEL vs STZ
+11,030.9%
-9,223.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +2.4% | +2.6% | -0.1% | +2.0% |
| 30D | +8.3% | +15.2% | -6.9% | +6.0% |
| 3M | +4.2% | +7.6% | -3.5% | +2.8% |
| 6M | +3.7% | +5.3% | -1.5% | +2.6% |
| YTD | +13.1% | +8.6% | +4.4% | +11.0% |
| 1Y | +5.0% | +15.6% | -10.6% | +2.1% |
| 3Y | +55.0% | -35.2% | +90.1% | +63.1% |
| 5Y | +51.8% | -29.1% | +80.9% | +57.4% |
| 10Y | +185.6% | +12.9% | +172.7% | +173.4% |
| All | +1,807.9% | +11,030.9% | -9,223.0% | +1,119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling