+141.9%
XYL vs STZ
-10.3%
+152.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.7% |
| 7D | -1.2% | -4.1% | +2.8% | +0.1% |
| 30D | -13.2% | -7.6% | -5.6% | -10.8% |
| 3M | -0.2% | -12.3% | +12.1% | +4.3% |
| 6M | -12.5% | -16.3% | +3.8% | -7.3% |
| YTD | -20.9% | -8.4% | -12.5% | -19.8% |
| 1Y | -21.6% | -10.8% | -10.7% | -20.0% |
| 3Y | +16.1% | -49.0% | +65.1% | +45.9% |
| 5Y | -15.6% | -36.5% | +20.9% | -4.3% |
| All | +141.9% | -10.3% | +152.2% | +138.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling