+73.1%
XOP vs STZ
+571.9%
-498.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | -7.3% | +14.9% | -22.2% | -13.1% |
| 3M | +1.4% | +8.4% | -7.0% | -3.0% |
| 6M | +7.8% | +2.8% | +4.9% | +4.8% |
| YTD | +44.5% | +7.5% | +37.0% | +35.6% |
| 1Y | +37.0% | +12.5% | +24.5% | +25.7% |
| 3Y | +40.8% | -35.4% | +76.2% | +60.2% |
| 5Y | +88.7% | -29.3% | +117.9% | +103.2% |
| 10Y | +49.9% | +11.8% | +38.1% | +29.8% |
| All | +73.1% | +571.9% | -498.8% | -50.9% |
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