+41.6%
XLE vs STZ
+17.1%
+24.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | +5.3% | -12.0% | -6.8% |
| 30D | -4.4% | +19.6% | -24.0% | -5.3% |
| 3M | +4.0% | +10.0% | -6.0% | +3.4% |
| 6M | +13.2% | -0.3% | +13.4% | +13.4% |
| YTD | +41.9% | +8.6% | +33.3% | +37.0% |
| 1Y | +41.6% | +16.6% | +25.0% | +34.7% |
| All | +41.6% | +17.1% | +24.6% | +34.7% |
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