+172.7%
XLE vs STZ
-9.3%
+182.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.2% | -1.9% | +4.1% | +3.0% |
| 30D | +11.8% | -1.9% | +13.7% | +12.3% |
| 3M | +9.8% | -6.2% | +16.1% | +11.9% |
| 6M | +15.6% | -14.0% | +29.6% | +21.1% |
| YTD | +45.3% | -5.1% | +50.4% | +45.1% |
| 1Y | +48.3% | -9.6% | +57.9% | +50.4% |
| 3Y | +55.4% | -47.2% | +102.7% | +94.7% |
| 5Y | +216.1% | -33.6% | +249.7% | +244.6% |
| All | +172.7% | -9.3% | +182.1% | +156.2% |
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 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