+998.7%
XLE vs STZ
+2,816.0%
-1,817.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.7% | +5.3% | -12.0% | -8.2% |
| 30D | -4.4% | +19.6% | -24.0% | -9.6% |
| 3M | +4.0% | +10.0% | -6.0% | +0.5% |
| 6M | +13.2% | -0.3% | +13.4% | +12.1% |
| YTD | +41.9% | +8.6% | +33.3% | +36.1% |
| 1Y | +41.6% | +16.6% | +25.0% | +32.7% |
| 3Y | +64.0% | -34.8% | +98.8% | +79.6% |
| 5Y | +158.1% | -27.8% | +185.9% | +171.4% |
| 10Y | +163.9% | +12.5% | +151.4% | +140.8% |
| All | +998.7% | +2,816.0% | -1,817.3% | +386.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling