-22.3%
XYL vs STZ
-28.3%
+5.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -5.9% | -0.9% | -4.9% | -5.6% |
| 30D | -7.3% | +14.9% | -22.2% | -11.0% |
| 3M | -22.5% | +8.4% | -30.9% | -24.5% |
| 6M | -14.4% | +2.8% | -17.2% | -15.5% |
| YTD | -29.4% | +7.5% | -36.9% | -32.1% |
| 1Y | -35.6% | +12.5% | -48.2% | -39.3% |
| 3Y | +0.3% | -35.4% | +35.7% | +14.7% |
| 5Y | -22.3% | -29.3% | +6.9% | -19.1% |
| All | -22.3% | -28.3% | +5.9% | -19.1% |
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