+49.9%
XLE vs STZ
+14.7%
+35.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.3% | -10.1% | -4.9% |
| 7D | -7.2% | +13.0% | -20.2% | -7.7% |
| 30D | +0.1% | +29.4% | -29.3% | -1.1% |
| 3M | +9.2% | +11.6% | -2.4% | +8.4% |
| 6M | +8.4% | -0.2% | +8.6% | +8.6% |
| YTD | +44.9% | +8.6% | +36.3% | +40.6% |
| 1Y | +49.9% | +15.9% | +33.9% | +44.6% |
| All | +49.9% | +14.7% | +35.1% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling