+18.6%
XYL vs STZ
-50.3%
+68.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +4.0% |
| 7D | +1.8% | -7.4% | +9.2% | +3.2% |
| 30D | -9.2% | -10.9% | +1.7% | -7.3% |
| 3M | -0.3% | -13.4% | +13.2% | +2.3% |
| 6M | -11.0% | -16.2% | +5.2% | -8.2% |
| YTD | -19.2% | -10.4% | -8.8% | -18.5% |
| 1Y | -21.2% | -14.8% | -6.4% | -19.7% |
| 3Y | +18.6% | -50.1% | +68.8% | +38.1% |
| All | +18.6% | -50.3% | +68.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling