+76.1%
XOP vs STZ
-29.4%
+105.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -14.7% | +4.9% | -19.6% | -15.6% |
| 30D | -7.7% | +20.9% | -28.6% | -11.4% |
| 3M | +4.4% | +8.0% | -3.5% | +2.3% |
| 6M | +3.5% | -5.3% | +8.8% | +4.3% |
| YTD | +39.4% | +5.9% | +33.5% | +34.9% |
| 1Y | +39.8% | +14.2% | +25.6% | +32.1% |
| 3Y | +29.7% | -37.0% | +66.6% | +42.9% |
| All | +76.1% | -29.4% | +105.5% | +70.5% |
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