+162.4%
XOP vs STZ
-36.5%
+199.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.9% |
| 7D | +0.6% | -7.4% | +8.0% | +2.3% |
| 30D | +16.5% | -10.9% | +27.4% | +19.3% |
| 3M | +15.7% | -13.4% | +29.2% | +19.1% |
| 6M | +19.2% | -16.2% | +35.4% | +23.0% |
| YTD | +55.0% | -10.4% | +65.4% | +55.6% |
| 1Y | +54.2% | -14.8% | +69.0% | +56.9% |
| 3Y | +35.9% | -50.1% | +86.0% | +62.3% |
| 5Y | +162.4% | -38.8% | +201.2% | +160.7% |
| All | +162.4% | -36.5% | +199.0% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling