-20.6%
XYL vs STZ
-14.3%
-6.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | +0.8% | -6.0% | +6.9% | +1.4% |
| 30D | -10.8% | -8.9% | -2.0% | -10.1% |
| 3M | -2.5% | -12.6% | +10.0% | -1.5% |
| 6M | -12.2% | -17.2% | +5.0% | -10.7% |
| YTD | -20.1% | -10.0% | -10.0% | -19.6% |
| 1Y | -20.6% | -14.3% | -6.3% | -19.6% |
| All | -20.6% | -14.3% | -6.3% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling