+53.3%
XLE vs STZ
-16.0%
+69.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.3% |
| 7D | 0.0% | -7.4% | +7.4% | +0.3% |
| 30D | +12.6% | -10.9% | +23.5% | +13.1% |
| 3M | +11.8% | -13.4% | +25.3% | +12.6% |
| 6M | +16.1% | -16.2% | +32.3% | +16.9% |
| YTD | +46.9% | -10.4% | +57.3% | +45.7% |
| 1Y | +53.3% | -14.8% | +68.0% | +50.5% |
| All | +53.3% | -16.0% | +69.2% | +50.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling