+67.0%
XOP vs STZ
+561.9%
-494.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.6% |
| 7D | -14.7% | +4.9% | -19.6% | -16.7% |
| 30D | -7.7% | +20.9% | -28.6% | -15.3% |
| 3M | +4.4% | +8.0% | -3.5% | 0.0% |
| 6M | +3.5% | -5.3% | +8.8% | +4.2% |
| YTD | +39.4% | +5.9% | +33.5% | +31.7% |
| 1Y | +39.8% | +14.2% | +25.6% | +27.4% |
| 3Y | +29.7% | -37.0% | +66.6% | +49.1% |
| 5Y | +78.6% | -29.7% | +108.3% | +92.8% |
| 10Y | +51.8% | +5.2% | +46.7% | +34.5% |
| All | +67.0% | +561.9% | -494.9% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling