+33.6%
XOP vs STZ
-47.4%
+81.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +2.6% | -1.9% | +4.5% | +2.8% |
| 30D | +15.4% | -1.9% | +17.3% | +15.5% |
| 3M | +12.1% | -6.2% | +18.3% | +12.6% |
| 6M | +19.7% | -14.0% | +33.7% | +21.3% |
| YTD | +52.4% | -5.1% | +57.5% | +51.2% |
| 1Y | +47.6% | -9.6% | +57.1% | +47.5% |
| All | +33.6% | -47.4% | +81.0% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling