-14.3%
XYL vs STZ
-36.5%
+22.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +4.6% |
| 7D | +1.8% | -7.4% | +9.2% | +4.0% |
| 30D | -9.2% | -10.9% | +1.7% | -6.2% |
| 3M | -0.3% | -13.4% | +13.2% | +3.7% |
| 6M | -11.0% | -16.2% | +5.2% | -6.8% |
| YTD | -19.2% | -10.4% | -8.8% | -18.0% |
| 1Y | -21.2% | -14.8% | -6.4% | -18.9% |
| 3Y | +18.6% | -50.1% | +68.8% | +49.0% |
| 5Y | -14.3% | -38.8% | +24.5% | -3.1% |
| All | -14.3% | -36.5% | +22.2% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling