+82.5%
XOP vs STZ
+492.9%
-410.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +2.6% | -1.9% | +4.5% | +3.4% |
| 30D | +15.4% | -1.9% | +17.3% | +16.0% |
| 3M | +12.1% | -6.2% | +18.3% | +14.3% |
| 6M | +19.7% | -14.0% | +33.7% | +25.6% |
| YTD | +52.4% | -5.1% | +57.5% | +52.0% |
| 1Y | +47.6% | -9.6% | +57.1% | +49.6% |
| 3Y | +34.4% | -47.2% | +81.6% | +68.2% |
| 5Y | +154.4% | -33.6% | +188.0% | +183.0% |
| 10Y | +54.7% | -9.8% | +64.4% | +47.3% |
| All | +82.5% | +492.9% | -410.4% | -45.0% |
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