+37.0%
XOP vs STZ
+15.1%
+21.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +0.5% | -0.9% | +1.4% | +0.4% |
| 30D | -7.3% | +14.9% | -22.2% | -6.9% |
| 3M | +1.4% | +8.4% | -7.0% | +1.5% |
| 6M | +7.8% | +2.8% | +4.9% | +8.0% |
| YTD | +44.5% | +7.5% | +37.0% | +38.8% |
| 1Y | +37.0% | +12.5% | +24.5% | +30.9% |
| All | +37.0% | +15.1% | +21.9% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling