+3,580.2%
XOM vs STZ
+11,030.9%
-7,450.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.8% | +2.6% | +0.3% | +2.4% |
| 30D | -3.6% | +15.2% | -18.8% | -6.2% |
| 3M | +8.2% | +7.6% | +0.6% | +6.5% |
| 6M | +14.0% | +5.3% | +8.8% | +12.4% |
| YTD | +44.6% | +8.6% | +36.0% | +41.1% |
| 1Y | +47.8% | +15.6% | +32.2% | +42.5% |
| 3Y | +79.6% | -35.2% | +114.7% | +90.4% |
| 5Y | +214.3% | -29.1% | +243.4% | +226.2% |
| 10Y | +204.0% | +12.9% | +191.1% | +189.2% |
| All | +3,580.2% | +11,030.9% | -7,450.7% | +2,359.8% |
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