+191.6%
XOM vs STZ
-10.3%
+201.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | +1.9% | -4.1% | +6.0% | +3.2% |
| 30D | +4.1% | -7.6% | +11.7% | +6.6% |
| 3M | +10.4% | -12.3% | +22.7% | +14.7% |
| 6M | +13.0% | -16.3% | +29.3% | +18.7% |
| YTD | +40.1% | -8.4% | +48.4% | +41.7% |
| 1Y | +51.1% | -10.8% | +62.0% | +53.8% |
| 3Y | +57.7% | -49.0% | +106.7% | +94.1% |
| 5Y | +264.7% | -36.5% | +301.2% | +301.3% |
| All | +191.6% | -10.3% | +201.9% | +178.3% |
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