+51.7%
XOP vs STZ
+13.4%
+38.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | +6.3% | +2.6% | +3.8% | +5.2% |
| 30D | -6.6% | +15.2% | -21.8% | -12.6% |
| 3M | +3.6% | +7.6% | -4.1% | -0.7% |
| 6M | +10.8% | +5.3% | +5.5% | +6.6% |
| YTD | +48.3% | +8.6% | +39.6% | +37.8% |
| 1Y | +42.9% | +15.6% | +27.4% | +28.5% |
| 3Y | +43.3% | -35.2% | +78.5% | +65.9% |
| 5Y | +94.0% | -29.1% | +123.1% | +108.8% |
| All | +51.7% | +13.4% | +38.3% | +47.7% |
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