+149.9%
XLE vs STZ
-29.7%
+179.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -12.0% | +4.9% | -16.9% | -12.8% |
| 30D | -2.7% | +20.9% | -23.6% | -6.2% |
| 3M | +6.6% | +8.0% | -1.4% | +4.7% |
| 6M | +9.5% | -5.3% | +14.8% | +10.3% |
| YTD | +40.6% | +5.9% | +34.6% | +37.1% |
| 1Y | +43.6% | +14.2% | +29.4% | +37.5% |
| 3Y | +58.1% | -37.0% | +95.0% | +71.5% |
| All | +149.9% | -29.7% | +179.6% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling