+3,340.3%
XOM vs STZ
+9,621.1%
-6,280.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +1.8% | -1.9% | +3.7% | +2.1% |
| 30D | +5.9% | -1.9% | +7.7% | +6.1% |
| 3M | +5.6% | -6.2% | +11.8% | +6.5% |
| 6M | +7.9% | -14.0% | +21.9% | +10.3% |
| YTD | +35.2% | -5.1% | +40.3% | +35.5% |
| 1Y | +46.0% | -9.6% | +55.6% | +47.4% |
| 3Y | +55.0% | -47.2% | +102.3% | +71.1% |
| 5Y | +246.3% | -33.6% | +279.9% | +264.7% |
| 10Y | +181.0% | -9.8% | +190.8% | +178.0% |
| All | +3,340.3% | +9,621.1% | -6,280.8% | +2,262.8% |
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